The NCE (Mean Field) principle with locality dependent cost interactions

IEEE Transactions on Automatic Control

Volumn 55, Issue 12, 2010, Pages 2799-2805

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

^a CARLETON UNIVERSITY   (Canada)

^b MCGILL UNIVERSITY   (Canada)

^c ÉCOLE POLYTECHNIQUE DE MONTRÉAL   (Canada)

^d GERAD   (Canada)

Author keywords

Decentralized control; large population; linear quadratic Gaussian (LQG) control; Nash certainty equivalence (NCE) principle; Nash equilibrium; stochastic dynamic game

Indexed keywords

CERTAINTY EQUIVALENCE; LARGE-POPULATION; LINEAR QUADRATIC GAUSSIAN; NASH EQUILIBRIUM; STOCHASTIC DYNAMICS;

AD HOC NETWORKS; CONTROL THEORY; STOCHASTIC SYSTEMS;

DECENTRALIZED CONTROL;

EID: 78650003922     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/TAC.2010.2069410     Document Type: Article

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