Title :
Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized ε-Nash Equilibria
Author :
Huang, Minyi ; Caines, Peter E. ; Malhamé, Roland P.
Author_Institution :
Carleton Univ., Ottawa
Abstract :
We consider linear quadratic Gaussian (LQG) games in large population systems where the agents evolve according to nonuniform dynamics and are coupled via their individual costs. A state aggregation technique is developed to obtain a set of decentralized control laws for the individuals which possesses an epsiv-Nash equilibrium property. A stability property of the mass behavior is established, and the effect of inaccurate population statistics on an isolated agent is also analyzed by variational techniques.
Keywords :
decentralised control; game theory; large-scale systems; linear quadratic Gaussian control; stability; variational techniques; cost-coupled agent; decentralized Nash equilibria; decentralized control law; individual-mass behavior; large population systems; large-population cost-coupled LQG problems; large-scale system; linear quadratic Gaussian games; noncooperative games; nonuniform agents; nonuniform dynamics; population statistics; stability property; state aggregation; variational technique; Cost function; Councils; Distributed control; Electrical equipment industry; Game theory; Helium; Large-scale systems; Riccati equations; Stability analysis; Statistical analysis; Cost-coupled agents; Nash equilibria; large-scale systems; linear quadratic Gaussian (LQG) systems; noncooperative games; state aggregation;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.2007.904450
