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

IEEE Transactions on Automatic Control

Volumn 52, Issue 9, 2007, Pages 1560-1571

  Huang, Minyi ^a   Caines, Peter E ^b   Malhamé, Roland P ^c  

^a CARLETON UNIVERSITY   (Canada)

^b MCGILL UNIVERSITY   (Canada)

^c ÉCOLE POLYTECHNIQUE DE MONTRÉAL   (Canada)

Author keywords

Cost coupled agents; Large scale systems; Linear quadratic Gaussian (LQG) systems; Nash equilibria; Noncooperative games; State aggregation

Indexed keywords

CONVERGENCE OF NUMERICAL METHODS; GAME THEORY; LARGE SCALE SYSTEMS; POPULATION STATISTICS; QUADRATIC PROGRAMMING; VARIATIONAL TECHNIQUES;

COST-COUPLED AGENT; LINEAR QUADRATIC GAUSSIAN (LQG) SYSTEMS; NASH EQUILIBRIA; NONCOOPERATIVE GAMES; STATE AGGREGATION;

DECENTRALIZED CONTROL;

EID: 34648831837     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/TAC.2007.904450     Document Type: Article

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