Asymptotically Optimal Decentralized Control for Large Population Stochastic Multiagent Systems

DOI10.1109/TAC.2008.929370zbMATH Open1367.93249OpenAlexW2129951390MaRDI QIDQ4974286FDOQ4974286

Authors: Tao Li, Jifeng Zhang 

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

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Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Stochastic games, stochastic differential games (91A15) Feedback control (93B52)

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• Distributed infinite‐horizon optimal control of continuous‐time linear systems over network
• Robust Mean Field Linear-Quadratic-Gaussian Games with Unknown $L^2$-Disturbance
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• Social Optima in Mean Field Linear-Quadratic-Gaussian Control with Volatility Uncertainty
• Mean-field type games between two players driven by backward stochastic differential equations
• 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
• \(\varepsilon\)-Nash mean-field games for linear-quadratic systems with random jumps and applications
• Adaptive fault‐tolerant containment control for stochastic nonlinear multi‐agent systems with input saturation
• Linear-quadratic-Gaussian mean-field controls of social optima

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