Mean Field Team Decision Problems for Makov Jump Multiagent Systems

This paper studies the mean field team decision problem for multiagent systems with Markov jump parameters and coupled indices. By analyzing the centralized strategy of the team problem, we get a parameterized equation. Then by solving an optimal control problem in the augmented state space, we obtain the consistency equation, from which a set of distributed strategies is designed. By constructing the Lypunov function, we show that the closed-loop system is uniformly stable, and the set of distributed strategies is team-optimal.