Title :
Hierarchical Mean Field Games for Multiagent Systems With Tracking-Type Costs: Distributed
-Stackelberg Equilibria
Author :
Bing-Chang Wang ; Ji-Feng Zhang
Author_Institution :
Sch. of Control Sci. & Eng., Shandong Univ., Jinan, China
Abstract :
In this technical note, hierarchical games are investigated for multi-agent systems involving a leader and a large number of followers with infinite horizon tracking-type costs. By jointly analyzing dynamic equations and index functions of all agents, a set of centralized Stackelberg equilibrium strategies is given. Then, by using the mean field approach and the brute force method, a set of distributed strategies is designed. Under mild conditions, it is shown that the closed-loop system is uniformly stable and the set of distributed strategies is an ε-Stackelberg equilibrium.
Keywords :
closed loop systems; game theory; multi-agent systems; brute force method; centralized Stackelberg equilibrium strategies; closed-loop system; distributed ε-Stackelberg equilibria; distributed strategies; dynamic equations; hierarchical games; hierarchical mean field games; index functions; infinite horizon tracking-type costs; mean field approach; multiagent systems; Aggregates; Closed loop systems; Equations; Games; Indexes; Mathematical model; Monopoly; Distributed strategy; Stackelberg equilibrium; mean field approach; multi-agent system; tracking control;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.2014.2301576