TY - GEN
T1 - Linear quadratic decentralized dynamic games for a class of discrete-time multi-agent systems
AU - Cuiqin, Ma
AU - Tao, Li
PY - 2007
Y1 - 2007
N2 - In this paper, decentralized games of discrete-time large population stochastic multi-agent systems are considered under a coupled quadratic performance index. Based on the state aggregation method, the estimate of the population state average is constructed, with which and the Nash certainty equivalence principle, the decentralized control law is designed. By the probability limit theory, the stability and optimality of closed-loop system is analyzed. The main results are: 1) The estimate of the population state average is shown to be strongly consistent in some norm sense, which implies that the estimation error is convergent to zero almost surely as the number of agents increases to infinity. 2) The closed-loop system is almost surely uniformly stable, in other words, the stability is independent of the number of agents. 3) The decentralized control law is almost surely asymptotically optimal in the sense of Nash equilibrium.
AB - In this paper, decentralized games of discrete-time large population stochastic multi-agent systems are considered under a coupled quadratic performance index. Based on the state aggregation method, the estimate of the population state average is constructed, with which and the Nash certainty equivalence principle, the decentralized control law is designed. By the probability limit theory, the stability and optimality of closed-loop system is analyzed. The main results are: 1) The estimate of the population state average is shown to be strongly consistent in some norm sense, which implies that the estimation error is convergent to zero almost surely as the number of agents increases to infinity. 2) The closed-loop system is almost surely uniformly stable, in other words, the stability is independent of the number of agents. 3) The decentralized control law is almost surely asymptotically optimal in the sense of Nash equilibrium.
KW - Asymptotic nash equilibrium
KW - Decentralized control
KW - Discrete time system
KW - Multi-agent systems
KW - Stochastic dynamic game
UR - https://www.scopus.com/pages/publications/37749016162
U2 - 10.1109/CHICC.2006.4347490
DO - 10.1109/CHICC.2006.4347490
M3 - 会议稿件
AN - SCOPUS:37749016162
SN - 7900719229
SN - 9787900719225
T3 - Proceedings of the 26th Chinese Control Conference, CCC 2007
SP - 517
EP - 521
BT - Proceedings of the 26th Chinese Control Conference, CCC 2007
T2 - 26th Chinese Control Conference, CCC 2007
Y2 - 26 July 2007 through 31 July 2007
ER -