메뉴 건너뛰기




Volumn 57, Issue 7, 2012, Pages 1736-1751

Social optima in mean field LQG control: Centralized and decentralized strategies

Author keywords

Decentralized control; linear quadratic Gaussian (LQG) control; mean field models; Nash equilibria; Pareto optima; social optima

Indexed keywords

LINEAR QUADRATIC GAUSSIAN; MEAN FIELD MODELS; NASH EQUILIBRIA; PARETO OPTIMA; SOCIAL OPTIMA;

EID: 84862976475     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/TAC.2012.2183439     Document Type: Article
Times cited : (223)

References (34)
  • 6
    • 0345856586 scopus 로고    scopus 로고
    • A class of team problems with discrete action spaces: Optimality conditions based on multimodularity
    • P. R. de Waal and J. H. van Schuppen, "A class of team problems with discrete action spaces: Optimality conditions based on multimodularity," SIAM J. Control Optim., vol. 38, no. 3, pp. 875-892, 2000.
    • (2000) SIAM J. Control Optim. , vol.38 , Issue.3 , pp. 875-892
    • De Waal, P.R.1    Van Schuppen, J.H.2
  • 7
    • 0021532119 scopus 로고
    • Analytic feedback control and the algebraic riccati equation
    • Nov
    • D. F. Delchamps, "Analytic feedback control and the algebraic Riccati equation," IEEE Trans. Autom. Control, vol. AC-29, no. 11, pp. 1031-1033, Nov. 1984.
    • (1984) IEEE Trans. Autom. Control , vol.AC-29 , Issue.11 , pp. 1031-1033
    • Delchamps, D.F.1
  • 8
    • 0010965654 scopus 로고
    • Differential game models of advertising competition
    • G. M. Erickson, "Differential game models of advertising competition," Eur. J. Oper. Res., vol. 83, pp. 431-438, 1995.
    • (1995) Eur. J. Oper. Res. , vol.83 , pp. 431-438
    • Erickson, G.M.1
  • 9
    • 67649985078 scopus 로고
    • Continuum and finite-player noncooperative models of competition
    • E. J. Green, "Continuum and finite-player noncooperative models of competition," Econometrica, vol. 52, no. 4, pp. 975-993, 1984.
    • (1984) Econometrica , vol.52 , Issue.4 , pp. 975-993
    • Green, E.J.1
  • 10
    • 0019026926 scopus 로고
    • Team decision theory and information structures
    • Jun
    • Y.-C. Ho, "Team decision theory and information structures," Proc. IEEE, vol. 68, no. 6, pp. 644-654, Jun. 1980.
    • (1980) Proc. IEEE , vol.68 , Issue.6 , pp. 644-654
    • Ho, Y.-C.1
  • 11
    • 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
  • 12
    • 1542359162 scopus 로고    scopus 로고
    • Individual and mass behaviour in large population stochastic wireless power control problems: Centralized and nash equilibrium solutions
    • Dec. Maui, HI
    • 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," in Proc. 42nd IEEE Conf. Decision Control, Maui, HI, Dec. 2003, pp. 98-103.
    • (2003) Proc. 42nd IEEE Conf. Decision Control , pp. 98-103
    • Huang, M.1    Caines, P.E.2    Malhamé, R.P.3
  • 13
    • 34648831837 scopus 로고    scopus 로고
    • Large-population cost-coupled LQG problems with nonuniform agents: Individual-mass behavior and decentralized x-nash equilibria
    • DOI 10.1109/TAC.2007.904450
    • M. Huang, P. E. Caines, and R. P. Malhamé, "Large-population costcoupled LQG problems with nonuniform agents: Individual-mass behavior and decentralized x-Nash equilibria," IEEE Trans. Autom. Control, vol. 52, no. 9, pp. 1560-1571, Sep. 2007. (Pubitemid 47456068)
    • (2007) IEEE Transactions on Automatic Control , vol.52 , Issue.9 , pp. 1560-1571
    • Huang, M.1    Caines, P.E.2    Malhame, R.P.3
  • 14
    • 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
  • 15
    • 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. New York: Springer
    • M. Huang, R. P. Malhamé, and P. E. Caines, "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. New York: Springer, 2005, pp. 215-252.
    • (2005) Analysis, Control and Optimization of Complex Dynamic Systems , pp. 215-252
    • Huang, M.1    Malhamé, R.P.2    Caines, P.E.3
  • 16
    • 39549087376 scopus 로고    scopus 로고
    • Large population stochastic dynamic games: Closed-loop mckean-vlasov systems and the nash certainty equivalence principle
    • M. Huang, R. P. Malhamé, and P. E. Caines, "Large population stochastic dynamic games: Closed-loop Mckean-Vlasov systems and the Nash certainty equivalence principle," Commun. Inf. Syst., vol. 6, no. 3, pp. 221-252, 2006.
    • (2006) Commun. Inf. Syst. , vol.6 , Issue.3 , pp. 221-252
    • Huang, M.1    Malhamé, R.P.2    Caines, P.E.3
  • 17
    • 5544317207 scopus 로고    scopus 로고
    • Efficiency loss in a network resource allocation game
    • R. Johari and J. N. Tsitsiklis, "Efficiency loss in a network resource allocation game," Math. Oper. Res., vol. 29, no. 3, pp. 407-435, 2004.
    • (2004) Math. Oper. Res. , vol.29 , Issue.3 , pp. 407-435
    • Johari, R.1    Tsitsiklis, J.N.2
  • 18
    • 0346613481 scopus 로고    scopus 로고
    • Charging and rate control for elastic traffic
    • F. P. Kelly, "Charging and rate control for elastic traffic," Eur. Trans. Telecomm., vol. 8, pp. 33-37, 1997.
    • (1997) Eur. Trans. Telecomm. , vol.8 , pp. 33-37
    • Kelly, F.P.1
  • 19
    • 67649306604 scopus 로고    scopus 로고
    • Non-cooperative games with many players
    • R. J. Aumann and S. Hart, Eds. Amsterdam, The Netherlands: North-Holland
    • M. A. Khan and Y. Sun, "Non-cooperative games with many players," in Handbook of Game Theory with Economic Applications, R. J. Aumann and S. Hart, Eds. Amsterdam, The Netherlands: North-Holland, 2002, vol. 3, pp. 1761-1808.
    • (2002) Handbook of Game Theory with Economic Applications , vol.3 , pp. 1761-1808
    • Khan, M.A.1    Sun, Y.2
  • 20
    • 0011547663 scopus 로고
    • Self-enforcing collusion in large dynamic markets
    • V. E. Lambson, "Self-enforcing collusion in large dynamic markets," J. Econ. Theory, vol. 34, pp. 282-291, 1984.
    • (1984) J. Econ. Theory , vol.34 , pp. 282-291
    • Lambson, V.E.1
  • 21
    • 33750627999 scopus 로고    scopus 로고
    • Jeuxá champ moyen. I - Le cas stationnaire
    • DOI 10.1016/j.crma.2006.09.019, PII S1631073X06003682
    • J.-M. Lasry and P.-L. Lions, "Jeuxá champ moyen. I -Le cas stationnaire," C. R. Acad. Sci. Paris, Ser. I, vol. 343, pp. 619-625, 2006. (Pubitemid 44689282)
    • (2006) Comptes Rendus Mathematique , vol.343 , Issue.9 , pp. 619-625
    • Lasry, J.-M.1    Lions, P.-L.2
  • 22
    • 33751077273 scopus 로고    scopus 로고
    • Jeuxá champ moyen. II - Horizon fini et contrôle optimal
    • DOI 10.1016/j.crma.2006.09.018, PII S1631073X06003670
    • J.-M. Lasry and P.-L. Lions, "Jeuxá champ moyen. II -Horizon fini et contrǒle optimal," C. R. Acad. Sci. Paris, Ser. I, vol. 343, pp. 679-684, 2006. (Pubitemid 44762838)
    • (2006) Comptes Rendus Mathematique , vol.343 , Issue.10 , pp. 679-684
    • Lasry, J.-M.1    Lions, P.-L.2
  • 23
    • 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
  • 25
    • 52249090671 scopus 로고    scopus 로고
    • Asymptotically optimal decentralized control for large population stochastic multiagent systems
    • Aug
    • T. Li and J.-F. Zhang, "Asymptotically optimal decentralized control for large population stochastic multiagent systems," IEEE Trans. Autom. Control, vol. 53, no. 7, pp. 1643-1660, Aug. 2008.
    • (2008) IEEE Trans. Autom. Control , vol.53 , Issue.7 , pp. 1643-1660
    • Li, T.1    Zhang, J.-F.2
  • 26
    • 0004260006 scopus 로고
    • 3rd ed. San Diego, CA: Academic
    • G. Owen, Game Theory, 3rd ed. San Diego, CA: Academic, 1995.
    • (1995) Game Theory
    • Owen, G.1
  • 27
    • 1942509632 scopus 로고    scopus 로고
    • Bounding the inefficiency of equilibria in nonatomic congestion games
    • DOI 10.1016/j.geb.2003.06.004
    • T. Roughgarden and E. Tardos, "Bounding the inefficiency of equilibria in nonatomic congestion games," Games Econ. Behavior, vol. 47, pp. 389-403, 2004. (Pubitemid 38516199)
    • (2004) Games and Economic Behavior , vol.47 , Issue.2 , pp. 389-403
    • Roughgarden, T.1    Tardos, E.2
  • 31
    • 56349169498 scopus 로고    scopus 로고
    • Markov perfect industry dynamics with many firms
    • Nov
    • G. Y. Weintraub, C. L. Benkard, and B. V. Roy, "Markov perfect industry dynamics with many firms," Econometrica, vol. 76, no. 6, pp. 1375-1411, Nov. 2008.
    • (2008) Econometrica , vol.76 , Issue.6 , pp. 1375-1411
    • Weintraub, G.Y.1    Benkard, C.L.2    Roy, B.V.3
  • 34
    • 84859709769 scopus 로고    scopus 로고
    • Synchronization of coupled oscillators is a game
    • Apr
    • H. Yin, P. G. Mehta, S. P. Meyn, and U. V. Shanbhag, " Synchronization of coupled oscillators is a game," IEEE Trans. Autom. Control, vol. 57, no. 4, pp. 920-935, Apr. 2012.
    • (2012) IEEE Trans. Autom. Control , vol.57 , Issue.4 , pp. 920-935
    • Yin, H.1    Mehta, P.G.2    Meyn, S.P.3    Shanbhag, U.V.4


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.