메뉴 건너뛰기




Volumn , Issue , 2011, Pages 1012-1017

Mean field LQG games with a major player: Continuum parameters for minor players

Author keywords

[No Author keywords available]

Indexed keywords

DIFFERENTIAL EQUATIONS; OPTIMAL CONTROL SYSTEMS; STOCHASTIC SYSTEMS;

EID: 84860701925     PISSN: 07431546     EISSN: 25762370     Source Type: Conference Proceeding    
DOI: 10.1109/CDC.2011.6160790     Document Type: Conference Paper
Times cited : (5)

References (24)
  • 1
    • 62949217777 scopus 로고    scopus 로고
    • Oblivious equilibrium for large-scale stochastic games with unbounded costs
    • Cancun, Mexico Dec.
    • S. Adlakha, R. Johari, G. Weintraub, and A. Goldsmith. Oblivious equilibrium for large-scale stochastic games with unbounded costs. Proc. IEEE CDC 2008, Cancun, Mexico, pp. 5531-5538, Dec. 2008.
    • (2008) Proc. IEEE CDC 2008 , pp. 5531-5538
    • Adlakha, S.1    Johari, R.2    Weintraub, G.3    Goldsmith, A.4
  • 2
    • 0016949806 scopus 로고
    • Linear quadratic optimal stochastic control with random coefficients
    • J. M. Bismut. Linear quadratic optimal stochastic control with random coefficients. SIAM J. Control Optim., vol. 14, no. 3, pp. 419-444, 1976.
    • (1976) SIAM J. Control Optim. , vol.14 , Issue.3 , pp. 419-444
    • Bismut, J.M.1
  • 4
    • 77956010519 scopus 로고    scopus 로고
    • Modeling crowd dynamics by the mean field limit approach
    • Nov.
    • C. Dogbé. Modeling crowd dynamics by the mean field limit approach. Math. Computer Modelling, vol. 52, pp. 1506-1520, Nov. 2010.
    • (2010) Math. Computer Modelling , vol.52 , pp. 1506-1520
    • Dogbé, C.1
  • 6
    • 34248468884 scopus 로고
    • The nucleolus in games with major and minor players
    • Z. Galil. The nucleolus in games with major and minor players. Internat. J. Game Theory, vol. 3, pp. 129-140, 1974.
    • (1974) Internat. J. Game Theory , vol.3 , pp. 129-140
    • Galil, Z.1
  • 7
    • 0034314204 scopus 로고    scopus 로고
    • Nonsymmetric values of nonatomic and mixed games
    • O. Haimanko. Nonsymmetric values of nonatomic and mixed games. Math. Oper. Res., vol. 25, pp. 591-605, 2000.
    • (2000) Math. Oper. Res. , vol.25 , pp. 591-605
    • Haimanko, O.1
  • 8
    • 0343424083 scopus 로고
    • Values of mixed games
    • S. Hart. Values of mixed games. Internat. J. Game Theory, vol. 2, pp. 69-86, 1973.
    • (1973) Internat. J. Game Theory , vol.2 , pp. 69-86
    • Hart, S.1
  • 9
    • 79952140932 scopus 로고    scopus 로고
    • Large-population LQG games involving a major player: The nash certainty equivalence principle
    • M. Huang. Large-population LQG games involving a major player: the Nash certainty equivalence principle. SIAM J. Control Optim., vol. 48, no. 5, pp. 3318-3353, 2010.
    • (2010) SIAM J. Control Optim. , vol.48 , Issue.5 , pp. 3318-3353
    • Huang, M.1
  • 10
    • 1542359162 scopus 로고    scopus 로고
    • Individual and mass behaviour in large population stochastic wireless power control problems: Centralized and nash equilibrium solutions
    • Maui, HI Dec.
    • M. Huang, P. E. Caines, and R. P. Malhamé. Individual and mass behaviour in large population stochastic wireless power control problems: centralized and Nash equilibrium solutions. Proc. 42nd IEEE CDC, Maui, HI, pp. 98-103, Dec. 2003.
    • (2003) Proc. 42nd IEEE CDC , pp. 98-103
    • Huang, M.1    Caines, P.E.2    Malhamé, R.P.3
  • 11
    • 84885764330 scopus 로고    scopus 로고
    • Nash equilibria for large-population linear stochastic systems of weakly coupled agents
    • E. K. Boukas and R. P. Malhamé eds, Springer, New York
    • M. Huang, P. E. Caines, and R. P. Malhamé. Nash equilibria for large-population linear stochastic systems of weakly coupled agents, in Analysis, Control and Optimization of Complex Dynamic Systems, E. K. Boukas and R. P. Malhamé eds, Springer, New York, 2005, pp. 215-252.
    • (2005) Analysis, Control and Optimization of Complex Dynamic Systems , pp. 215-252
    • Huang, M.1    Caines, P.E.2    Malhamé, R.P.3
  • 12
    • 34648831837 scopus 로고    scopus 로고
    • Large-population cost-coupled LQG problems with nonuniform agents: Individual-mass behavior and decentralized ε-nash equilibria
    • Sep.
    • M. Huang, P. E. Caines, and R. P. Malhamé. Large-population cost-coupled LQG problems with nonuniform agents: individual-mass behavior and decentralized ε-Nash equilibria. IEEE Trans. Autom. Control, vol. 52, no. 9, pp. 1560-1571, Sep. 2007.
    • (2007) IEEE Trans. Autom. Control , vol.52 , Issue.9 , pp. 1560-1571
    • Huang, M.1    Caines, P.E.2    Malhamé, R.P.3
  • 13
    • 78650003922 scopus 로고    scopus 로고
    • The NCE (mean field) principle with locality dependent cost interactions
    • Dec.
    • M. Huang, P. E. Caines, and R. P. Malhamé. The NCE (mean field) principle with locality dependent cost interactions. IEEE Trans. Autom. Control, vol. 55, no. 12, pp. 2799-2805, Dec. 2010.
    • (2010) IEEE Trans. Autom. Control , vol.55 , Issue.12 , pp. 2799-2805
    • Huang, M.1    Caines, P.E.2    Malhamé, R.P.3
  • 14
    • 79953131315 scopus 로고    scopus 로고
    • Social optima in mean field LQG control: Centralized and decentralized strategies
    • Submitted to (conditionally accepted)
    • M. Huang, P. E. Caines, and R. P. Malhamé. Social optima in mean field LQG control: centralized and decentralized strategies. Submitted to IEEE Trans. Autom. Control, 2010 (conditionally accepted).
    • (2010) IEEE Trans. Autom. Control
    • Huang, M.1    Caines, P.E.2    Malhamé, R.P.3
  • 16
    • 34047127341 scopus 로고    scopus 로고
    • Mean field games
    • J.-M. Lasry and P.-L. Lions. Mean field games. Japan. J. Math., vol. 2, no. 1, pp. 229-260, 2007.
    • (2007) Japan. J. Math. , vol.2 , Issue.1 , pp. 229-260
    • Lasry, J.-M.1    Lions, P.-L.2
  • 17
    • 52249090671 scopus 로고    scopus 로고
    • Asymptotically optimal decentralized control for large population stochastic multiagent systems
    • August
    • T. Li and J.-F. Zhang. Asymptotically optimal decentralized control for large population stochastic multiagent systems. IEEE Trans. Automat. Control, vol. 53, no. 7, pp. 1643-1660, August 2008.
    • (2008) IEEE Trans. Automat. Control , vol.53 , Issue.7 , pp. 1643-1660
    • Li, T.1    Zhang, J.-F.2
  • 19
    • 79952162569 scopus 로고    scopus 로고
    • Mean field (NCE) formulation of estimation based leader-follower collective dyanmics
    • M. Nourian, R. P. Malhamé, M. Huang, and P. E. Caines. Mean field (NCE) formulation of estimation based leader-follower collective dyanmics. Internat. J. Robotics Automat., vol. 26, no. 1, pp. 120-129, 2011.
    • (2011) Internat. J. Robotics Automat. , vol.26 , Issue.1 , pp. 120-129
    • Nourian, M.1    Malhamé, R.P.2    Huang, M.3    Caines, P.E.4
  • 21
    • 84866747480 scopus 로고    scopus 로고
    • Risk-sensitive mean-field stochastic differential games
    • Milan, Italy, Aug.
    • H. Tembine, Q. Zhu, and T. Basar. Risk-sensitive mean-field stochastic differential games. Proc. 18th IFAC World Congress, Milan, Italy, Aug. 2011.
    • (2011) Proc. 18th IFAC World Congress
    • Tembine, H.1    Zhu, Q.2    Basar, T.3
  • 22
    • 56349169498 scopus 로고    scopus 로고
    • Markov perfect industry dynamics with many firms
    • G. Y. Weintraub, C. L. Benkard, and B. Van Roy. Markov perfect industry dynamics with many firms. Econometrica, 76, no. 6, pp. 1375-1411, 2008.
    • (2008) Econometrica , vol.76 , Issue.6 , pp. 1375-1411
    • Weintraub, G.Y.1    Benkard, C.L.2    Van Roy, B.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.