Mean-field games and swarms dynamics in Gaussian and non-Gaussian environments

Hongler Max-Olivier

doi:10.3934/jdg.2020001

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2020, Volume 7, Issue 1: 1-20. Doi: 10.3934/jdg.2020001

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Mean-field games and swarms dynamics in Gaussian and non-Gaussian environments

Hongler Max-Olivier^,

STI/EPFL, Station 17, CH-1015 Lausanne, Switzerland

Corresponding author: Max-Olivier Hongler
Corresponding author: Max-Olivier Hongler

Received: October 31, 2018

Revised: July 31, 2019

Published: January 2020

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Abstract

The collective behaviour of stochastic multi-agents swarms driven by Gaussian and non-Gaussian environments is analytically discussed in a mean-field approach. We first exogenously implement long range mutual interactions rules with strengths that are weighted by the real-time distance separating each agent with the swarm barycentre. Depending on the form of this barycentric modulation, a transition between two drastically different collective behaviours can be unveiled. A behavioural bifurcation threshold due to the tradeoff between the desynchronisation effects of the stochastic environment and the synchronising interactions is analytically calculated. For strong enough interactions, the emergence of a soliton propagating wave is established. Alternatively, weaker interactions cannot overcome the environmental noise and evanescent diffusive waves result. In a second and complementary approach, we show that the emergent solitons can alternatively be interpreted as being the optimal equilibrium of mean-field games (MFG) models with ad-hoc running cost functions which are here exactly determined. These MFG's soliton equilibria are therefore endogenously generated. Hence for the classes of models here proposed, an explicit correspondence between exogenous and endogenous interaction rules leading to similar collective effects is explicitly constructed. For non-Gaussian environments our results offer a new class of exactly solvable mean-field games dynamics.

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Mathematics Subject Classification: Primary: 91A13, 91A15; Secondary: 35C07.

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