Social Optima in Mean Field LQG Control: Centralized and Decentralized Strategies
نویسندگان
چکیده
منابع مشابه
Social Certainty Equivalence in Mean Field LQG Control: Social, Nash and Centralized Strategies
We study social decision problems and Nash games for a class of linear-quadratic-Gaussian (LQG) models with N decision makers possessing different dynamics. For the social decision case, the basic objective is to minimize a social cost as the sum of N individual costs containing mean field coupling, and the exact social optimum requires centralized information. Continuing from the previous work...
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ژورنال
عنوان ژورنال: IEEE Transactions on Automatic Control
سال: 2012
ISSN: 0018-9286,1558-2523
DOI: 10.1109/tac.2012.2183439