Pareto Optimality in Infinite Horizon Mean-Field Stochastic Cooperative Linear-Quadratic Difference Games

This article is concerned with the mean-field stochastic cooperative linear-quadratic dynamic difference game in an infinite time horizon. First, the necessary and sufficient conditions for the stability in the mean-square sense and the stochastic Popov-Belevitch-Hautus eigenvector tests for the exa...

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Veröffentlicht in:	IEEE transactions on automatic control 2023-07, Vol.68 (7), p.4113-4126
Hauptverfasser:	Peng, Chenchen, Zhang, Weihai
Format:	Artikel
Sprache:	eng
Schlagworte:	<named-content xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:ali="http://www.niso.org/schemas/ali/1.0/" xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" content-type="math" xlink:type="simple"> <inline-formula> <tex-math notation="LaTeX"> mathscr {H}</tex-math> </inline-formula> </named-content>-representation approach Algebra Computation offloading Cooperative games Cost function Dynamic stability Dynamical systems Edge computing Eigenvectors Games mean-field theory Mobile computing Observability Observability (systems) Optimal control Optimization Pareto optimality Pareto optimization Pareto optimum Riccati equation Stability criteria stochastic linear–quadratic (LQ) optimal control Stochastic processes
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