Section: New Results
Mean Field Games and Control
In , we consider mean field games with discrete state spaces (called discrete mean field games in the following) and we analyze these games in continuous and discrete time, over finite as well as infinite time horizons. We prove the existence of a mean field equilibrium assuming continuity of the cost and of the drift. These conditions are more general than the existing papers studying finite state space mean field games. Besides, we also study the convergence of the equilibria of N -player games to mean field equilibria in our four settings. On the one hand, we define a class of strategies in which any sequence of equilibria of the finite games converges weakly to a mean field equilibrium when the number of players goes to infinity. On the other hand, we exhibit equilibria outside this class that do not converge to mean field equilibria and for which the value of the game does not converge. In discrete time this non-convergence phenomenon implies that the Folk theorem does not scale to the mean field limit.
In , we consider a class of nonlinear systems of differential equations with uncertainties, i.e., with lack of knowledge in some of the parameters that is represented by a time-varying unknown bounded functions. An under-approximation of such systems consists of a subset of its reachable set, for any value of the unknown parameters. By relying on optimal control theory through Pontryagin's principle, we provide an algorithm for the under-approximation of a linear combination of the state variables in terms of a fully automated tool-chain named UTOPIC. This allows to establish tight under-approximations of common benchmarks models with dimensions as large as sixty-five.