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Constrained linear quadratic deterministic mean field control: Decentralized convergence to Nash equilibria in large populations of heterogeneous agents

Author(s):

S. Grammatico, F. Parise, J. Lygeros
Conference/Journal:

IEEE Conference on Decision and Control
Abstract:

This paper considers the linear quadratic deterministic mean field control problem for large populations of heterogeneous agents, subject to convex state and input constraints, and coupled via a quadratic cost function which depends on the average population state. To control the optimal responses of the rational agents to a Nash equilibrium, we propose feedback iterative solutions based on operator theory arguments. Contrary to the state of the art, global convergence is ensured, under mild sufficient conditions on the matrices defining the cost functions, and not on the convex constraints.

Year:

2015
Type of Publication:

(01)Article
Supervisor:



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% Autogenerated BibTeX entry
@InProceedings { GraPar:2015:IFA_5336,
    author={S. Grammatico and F. Parise and J. Lygeros},
    title={{Constrained linear quadratic deterministic mean field
	  control: Decentralized convergence to Nash equilibria in
	  large populations of heterogeneous agents}},
    booktitle={IEEE Conference on Decision and Control},
    pages={},
    year={2015},
    address={},
    month=dec,
    url={http://control.ee.ethz.ch/index.cgi?page=publications;action=details;id=5336}
}
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