Mean Field Stochastic Adaptive Control

For noncooperative games the mean field (MF) methodology provides decentralized strategies which yield Nash equilibria for large population systems in the asymptotic limit of an infinite (mass) population. The MF control laws use only the local information of each agent on its own state and own dynamical parameters, while the mass effect is calculated offline using the distribution function of i) the population's dynamical parameters, and ii) the population's cost function parameters, for the infinite population case. These laws yield approximate equilibria when applied in the finite population.