Discrete-time mean field social control with a major agent

被引：0
|
作者：
Ma, Xiao [1 ]
Wang, Bing-Chang [1 ,3 ]
Zhang, Huanshui [1 ,2 ]
机构：
[1] Shandong Univ, Sch Control Sci & Engn, Jinan, Peoples R China
[2] Shandong Univ Sci & Technol, Coll Elect Engn & Automat, Qingdao, Peoples R China
[3] Shandong Univ, Sch Control Sci & Engn, Jinan 250061, Peoples R China
来源：
OPTIMAL CONTROL APPLICATIONS & METHODS | 2023年 / 44卷 / 05期
基金：
中国国家自然科学基金;
关键词：
linear quadratic; major and minor agents; mean-field; social optimal control; GAME-THEORY; SYSTEMS;
D O I：
10.1002/oca.2997
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
This paper considers a linear-quadratic mean field control problem involving a major agent and N minor agents. We aim to optimize a social cost as a weighted sum of the individual costs under decentralized information. Firstly, the forward-backward stochastic difference equations (FBSDEs) are obtained for this problem by variational analysis. Then, by decoupling the FBSDEs, we design the decentralized control laws, which are further shown to be asymptotically optimal.
引用
收藏
页码：2664 / 2678
页数：15
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