Linear-Quadratic Mean-Field-Type Difference Games With Coupled Affine Inequality Constraints

被引：1
|
作者：
Mohapatra, Partha Sarathi [1 ]
Reddy, Puduru Viswanadha [1 ]
机构：
[1] Indian Inst Technol Madras, Dept Elect Engn, Chennai 600036, India
来源：
IEEE CONTROL SYSTEMS LETTERS | 2023年 / 7卷
关键词：
Mean-field-type difference games; coupled inequality constraints; mean-field-type generalized Nash equilibrium; linear complementarity problem;
D O I：
10.1109/LCSYS.2023.3283371
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
In this letter, we study a class of linear-quadratic mean-field-type difference games with coupled affine inequality constraints. We show that the mean-filed-type equilibrium can be characterized by the existence of a multiplier process which satisfies some implicit complementarity conditions. Further, we show that the equilibrium strategies can be computed by reformulating these conditions as a single large-scale linear complementarity problem. We illustrate our results with an energy storage problem arising in the management of microgrids.
引用
收藏
页码：1987 / 1992
页数：6
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