Linear quadratic decentralized dynamic games for large population discrete-time stochastic multi-agent systems

zbMATH Open1150.91313MaRDI QIDQ3500543FDOQ3500543

Authors: Tao Li, Jifeng Zhang, Cui-Qin Ma 

Publication date: 3 June 2008

Recommendations

• Decentralized tracking-type games for multi-agent systems with coupled ARX models: asymptotic Nash equilibria
• Large-population LQG games involving a major player: the Nash certainty equivalence principle
• Mean field stochastic linear quadratic games for continuum-parameterized multi-agent systems
• Nash Equilibria for Large-Population Linear Stochastic Systems of Weakly Coupled Agents
• Decentralized strategies for finite population linear-quadratic-Gaussian games and teams

zbMATH Keywords

decentralized controlmulti-agent systemsdiscrete time systemstochastic dynamic gameasymptotic-Nash equilibrium

Mathematics Subject Classification ID

Stochastic games, stochastic differential games (91A15) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)

Cited In (9)

• Decentralized tracking-type games for multi-agent systems with coupled ARX models: asymptotic Nash equilibria
• Nash Equilibria for Large-Population Linear Stochastic Systems of Weakly Coupled Agents
• Optimal control of unknown discrete-time linear systems with additive noise
• Linear quadratic mean field games: decentralized \(O(1/N)\)-Nash equilibria
• Advances in Artificial Intelligence – SBIA 2004
• Mean field stochastic linear quadratic games for continuum-parameterized multi-agent systems
• Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
• Decentralized control of discrete-time system with delay in mean field LQR problem
• Discrete-Time Robust Hierarchical Linear-Quadratic Dynamic Games

This page was built for publication: Linear quadratic decentralized dynamic games for large population discrete-time stochastic multi-agent systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3500543)