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- Title
Discrete-time indefinite mean field linear quadratic games with multiplicative noise.
- Authors
Xiao Ma; Bing-Chang Wang; Huanshui Zhang
- Abstract
This paper considers discrete-time mean field linear quadratic games with multiplicative noises, where the weighting matrices in the cost functions are allowed to be indefinite. First, by expanding the dimension of the systems, we present the necessary and sufficient condition for the existence of Nash equilibrium. Second, by solving the limiting optimal control problem, we design a set of decentralized control strategies, which is shown to be an ε -Nash equilibrium. Finally, a numerical example is given to illustrate the effectiveness of the proposed control strategies.
- Subjects
QUADRATIC fields; NASH equilibrium; COST functions; NOISE; MATRIX functions; MEAN field theory
- Publication
Asian Journal of Control, 2024, Vol 26, Issue 2, p626
- ISSN
1561-8625
- Publication type
Article
- DOI
10.1002/asjc.3026