Asymptotically Optimal Decentralized Control for Large Population Stochastic Multiagent Systems
From MaRDI portal
Publication:4974286
DOI10.1109/TAC.2008.929370zbMath1367.93249OpenAlexW2129951390MaRDI QIDQ4974286
Publication date: 8 August 2017
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tac.2008.929370
Feedback control (93B52) Differential games (aspects of game theory) (91A23) Stochastic games, stochastic differential games (91A15)
Related Items
A class of interference induced games: asymptotic Nash equilibria and parameterized cooperative solutions ⋮ Mean-field stochastic linear-quadratic optimal control with Markov jump parameters ⋮ Linear-quadratic mean field games ⋮ A characterization of sub-game perfect equilibria for SDEs of mean-field type ⋮ Robust mean field social control problems with applications in analysis of opinion dynamics ⋮ Mean field stochastic linear quadratic games for continuum-parameterized multi-agent systems ⋮ Linear quadratic mean field games with a major player: the multi-scale approach ⋮ Linear-Quadratic-Gaussian Mixed Mean-Field Games with Heterogeneous Input Constraints ⋮ Robust Mean Field Linear Quadratic Social Control: Open-Loop and Closed-Loop Strategies ⋮ Cluster synchronization of a class of multi-agent systems with a bipartite graph topology ⋮ Robust mean field games for coupled Markov jump linear systems ⋮ Adaptive fault‐tolerant containment control for stochastic nonlinear multi‐agent systems with input saturation ⋮ Distributed infinite‐horizon optimal control of continuous‐time linear systems over network ⋮ Discrete-time mean-field stochastic linear-quadratic optimal control problems. II: Infinite horizon case ⋮ Distributed control of multi-agent systems with random parameters and a major agent ⋮ Decentralized strategies for finite population linear-quadratic-Gaussian games and teams ⋮ Distributed fuzzy adaptive control for heterogeneous nonlinear multiagent systems with similar composite structure ⋮ Robust Mean Field Linear-Quadratic-Gaussian Games with Unknown $L^2$-Disturbance ⋮ Linear-quadratic-Gaussian mean-field controls of social optima ⋮ Linear quadratic leader-follower stochastic differential games for mean-field switching diffusions ⋮ Consensus tracking of stochastic multi-agent system with actuator faults and switching topologies ⋮ Mean-field type games between two players driven by backward stochastic differential equations ⋮ Linear quadratic mean field Stackelberg differential games ⋮ The consensus of nonlinear multi-agent system with switching topologies and communication failure ⋮ Distributed output feedback control of Markov jump multi-agent systems ⋮ Synchronization of coupled harmonic oscillators with random noises ⋮ Decentralized control of discrete-time system with delay in mean field LQR problem ⋮ ϵ-Nash mean-field games for linear-quadratic systems with random jumps and applications ⋮ Linear quadratic mean field type control and mean field games with common noise, with application to production of an exhaustible resource ⋮ Mean field games for stochastic growth with relative utility ⋮ Linear quadratic mean-field-game of backward stochastic differential systems ⋮ A mean field capital accumulation game with HARA utility ⋮ Adaptive mean field games for large population coupled ARX systems with unknown coupling strength ⋮ Mean field games models -- a brief survey ⋮ Risk-sensitive mean field games via the stochastic maximum principle ⋮ Mean‐field games for multiagent systems with multiplicative noises ⋮ Backward-forward linear-quadratic mean-field games with major and minor agents ⋮ Linear-quadratic \(N\)-person and mean-field games: infinite horizon games with discounted cost and singular limits ⋮ Leader-follower decentralized optimal control for large population hexarotors with tilted propellers: a Stackelberg game approach ⋮ Linear quadratic mean field games: decentralized \(O(1/N)\)-Nash equilibria ⋮ Partially-observed decentralized optimal control for large population two-wheeled vehicles: a differential game approach ⋮ Mean Field Stochastic Games with Discrete States and Mixed Players ⋮ Robust linear quadratic mean field social control: A direct approach ⋮ Social optima in leader-follower mean field linear quadratic control ⋮ Social Optima in Mean Field Linear-Quadratic-Gaussian Control with Volatility Uncertainty ⋮ Relationship between backward and forward linear-quadratic mean-field-game with terminal constraint and optimal asset allocation for insurers and pension funds ⋮ The role of systems biology, neuroscience, and thermodynamics in network control and learning ⋮ Linear quadratic mean field social control with common noise: a directly decoupling method ⋮ Risk-sensitive mean field games with major and minor players