DocumentCode :
1417229
Title :
Social Optima in Mean Field LQG Control: Centralized and Decentralized Strategies
Author :
Huang, Minyi ; Caines, Peter E. ; Malhamé, Roland P.
Author_Institution :
Sch. of Math. & Stat., Carleton Univ., Ottawa, ON, Canada
Volume :
57
Issue :
7
fYear :
2012
fDate :
7/1/2012 12:00:00 AM
Firstpage :
1736
Lastpage :
1751
Abstract :
We study a class of linear-quadratic-Gaussian (LQG) control problems with N decision makers, where the basic objective is to minimize a social cost as the sum of N individual costs containing mean field coupling. The exact socially optimal solution (determining a particular Pareto optimum) requires centralized information for each agent and has high implementational complexity. As an alternative we subsequently exploit a mean field structure in the centralized optimal control problem to develop decentralized cooperative optimization so that each agent only uses its own state and a function which may be computed offline; the resulting set of strategies asymptotically achieves the social optimum as N → ∞. A key feature in this scheme is to let each agent optimize a new cost as the sum of its own cost and another component capturing its social impact on all other agents. We also discuss the relationship between the decentralized cooperative solution and the so-called Nash Certainty Equivalence based solution presented in previous work on mean field LQG games.
Keywords :
decentralised control; decision making; game theory; linear quadratic Gaussian control; multi-robot systems; optimisation; Nash certainty equivalence based solution; agent; centralized optimal control problem; decentralized cooperative optimization; decentralized strategies; decision makers; linear-quadratic-Gaussian control problems; mean field LQG control; mean field LQG games; mean field coupling; mean field structure; social cost minimization; social optima; Approximation methods; Couplings; Games; Limiting; Optimal control; Optimization; Vectors; Decentralized control; Nash equilibria; Pareto optima; linear-quadratic-Gaussian (LQG) control; mean field models; social optima;
fLanguage :
English
Journal_Title :
Automatic Control, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9286
Type :
jour
DOI :
10.1109/TAC.2012.2183439
Filename :
6125994
Link To Document :
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