Title :
Robust linear quadratic mean-field games in crowd-seeking social networks
Author :
Tembine, Hamidou ; Bauso, Dario ; Basar, Tamer
Author_Institution :
Ecole Super. d´Electricite, Supelec, Gif-sur-Yvette, France
Abstract :
We consider a social network where opinions evolve following a stochastic averaging process under the influence of adversarial disturbances. We provide a robust mean-field game model in the spirit of H∞-optimal control, establish existence of a mean-field equilibrium, and analyze its stochastic stability.
Keywords :
H∞ control; game theory; linear quadratic control; robust control; social networking (online); stochastic processes; stochastic systems; H∞-optimal control; adversarial disturbances; crowd-seeking social networks; mean-field equilibrium; robust linear quadratic mean-field games; stochastic averaging process; stochastic stability; Equations; Games; Optimal control; Robustness; Stability analysis; Stochastic processes; Vectors;
Conference_Titel :
Decision and Control (CDC), 2013 IEEE 52nd Annual Conference on
Conference_Location :
Firenze
Print_ISBN :
978-1-4673-5714-2
DOI :
10.1109/CDC.2013.6760361
