Discrete-time Linear Quadratic Mean-field Social Control

被引：0
|
作者：
Ma, Xiao
Wang, Bingchang
Zhang, Huanshui
机构：
来源：
PROCEEDINGS OF THE 38TH CHINESE CONTROL CONFERENCE (CCC) | 2019年
关键词：
mean field system; social optimal; decentralized control; MULTIAGENT SYSTEMS; GAMES; NASH; MODELS;
D O I：
10.23919/chicc.2019.8866445
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
This paper investigates social optimal control problem for linear quadratic discrete-time mean field systems. Firstly. by analyzing the variation of the social cost, we obtain a set of forward-backward stochastic equations for this problem. Secondly, a decentralized controller is given to minimize the social cost function. Finally, we show that the obtained controller is asymptotic social optimal.
引用
收藏
页码：1985 / 1988
页数：4
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