Decentralized Control of Discrete-Time System with Delay in Mean Field LQR Problem

This paper studies the decentralized optimal control of discrete-time system with input delay,where a large number of agents with the identical decoupling dynamical equations and the coupling cost function through the mean field are considered.The decentralized and centralized optimal controllers are proposed by the optimal tracking control of LQR problem with delay.They are proved that the optimal controllers and the optimal cost function of the centralized and decentralized solutions are equivalent for the optimal control problem.An illustrative example is given to show the efficiency of the decentralized optimal controllers.