Large-population cost-coupled LQG problems with nonuniform agents : Individual-mass behavior and decentralized ε-nash equilibria

Large-population cost-coupled LQG problems with nonuniform agents : Individual-mass behavior and decentralized ε-nash equilibria

We consider linear quadratic Gaussian (LQG) games in large population systems where the agents evolve according to nonuniform dynamics and are coupled via their individual costs. A state aggregation technique is developed to obtain a set of decentralized control laws for the individuals which posses...

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Veröffentlicht in:IEEE transactions on automatic control 2007-09, Vol.52 (9), p.1560-1571
Hauptverfasser: MINYI HUANG, CAINES, Peter E, MALHAME, Roland P
Format: Artikel
Sprache:eng
Schlagworte:
Agglomeration
Applied sciences
Dynamical systems
Dynamics
Exact sciences and technology
Game theory
Games
Gaussian
Linear quadratic
Nonuniform
Operational research and scientific management
Operational research. Management science
Statistics
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Zusammenfassung:We consider linear quadratic Gaussian (LQG) games in large population systems where the agents evolve according to nonuniform dynamics and are coupled via their individual costs. A state aggregation technique is developed to obtain a set of decentralized control laws for the individuals which possesses an epsiv-Nash equilibrium property. A stability property of the mass behavior is established, and the effect of inaccurate population statistics on an isolated agent is also analyzed by variational techniques.
ISSN:0018-9286
1558-2523
DOI:10.1109/TAC.2007.904450