On Asymptotic Nash Equilibrium for Linear Quadratic Mean-Field Games

被引:0
|
作者
Li, Zhipeng [1 ]
Fu, Minyue [2 ]
Cai, Qianqian [3 ]
机构
[1] Qufu Normal Univ, Coll Engn, Rizhao 276826, Peoples R China
[2] Univ Newcastle, Sch Engn, Callaghan, NSW 2308, Australia
[3] Univ Technol, Sch Automat, Guangzhou, Peoples R China
基金
澳大利亚研究理事会; 中国国家自然科学基金;
关键词
D O I
10.1109/ICARCV57592.2022.10004298
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
A new asymptotic Nash equilibrium for a class of linear quadratic mean-field game problem with a finite number of agents is found by using the cost function decomposition method. The cost function value corresponding with this equilibrium is also computed. This value turns out to be smaller than the one obtained by the state average approximation method. The difference is prominent when the number of agents is small, but vanishes as the agents' number tends to infinity.
引用
收藏
页码:571 / 575
页数:5
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