Master adjoint systems in mean-field-type games

In this article, a class of mean-field-type games with discrete-continuous state spaces is considered. We establish Bellman systems which provide sufficiency conditions for mean-field-type equilibria in state-and-mean-field-type feedback form. We then derive unnormalized master adjoint systems (MASS). The methodology is shown to be flexible enough to capture multi-class interaction in epidemic propagation in which multiple authorities are risk-aware atomic decision-makers and individuals are risk-aware non-atomic decision-makers. Based on MASS, we present a data-driven modelling and analytics for mitigating Coronavirus Disease 2019 (COVID-19). The model integrates untested cases, age-structure, decision-making, gender, pre-existing health conditions, location, testing capacity, hospital capacity, mobility map on local areas, in-city, inter-cities, and international. It shown that the data-driven model can capture most of the reported data on COVID-19 on confirmed cases, deaths, recovered, number of testing and number of active cases in 66+ countries. The model also reports non-Gaussianity and non-exponential properties in 15+ countries.

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COVID-19: Data-Driven Mean-Field-Type Game Perspective

Games ◽

10.3390/g11040051 ◽

2020 ◽

Vol 11 (4) ◽

pp. 51

Author(s):

Hamidou Tembine

Keyword(s):

Mean Field ◽

Decision Makers ◽

Data Driven ◽

Feedback Form ◽

State Spaces ◽

Field Type ◽

Adjoint Systems ◽

Continuous State ◽

Non Gaussian ◽

Reported Data

In this article, a class of mean-field-type games with discrete-continuous state spaces is considered. We establish Bellman systems which provide sufficiency conditions for mean-field-type equilibria in state-and-mean-field-type feedback form. We then derive unnormalized master adjoint systems (MASS). The methodology is shown to be flexible enough to capture multi-class interaction in epidemic propagation in which multiple authorities are risk-aware atomic decision-makers and individuals are risk-aware non-atomic decision-makers. Based on MASS, we present a data-driven modelling and analytics for mitigating Coronavirus Disease 2019 (COVID-19). The model integrates untested cases, age-structure, decision-making, gender, pre-existing health conditions, location, testing capacity, hospital capacity, and a mobility map of local areas, including in-cities, inter-cities, and internationally. It is shown that the data-driven model can capture most of the reported data on COVID-19 on confirmed cases, deaths, recovered, number of testing and number of active cases in 66+ countries. The model also reports non-Gaussian and non-exponential properties in 15+ countries.

Download Full-text