Large-population cost-coupled LQG problems: generalizations to non-uniform individuals Export

@inproceedings{HuangCaines_CDC04, abstract = {We consider LQG games in large population conditions where the agents have non-uniform dynamics and are coupled by their individual costs. A state aggregation technique is developed to obtain a set of decentralized control laws which possesses an /spl epsi/-Nash equilibrium property. An attraction property of the mass is also established. The methodology and the results contained in this paper illuminate individual and mass behaviour in such large complex systems.}, author = {Huang, M. and Caines, P. E. and Malhame, R. P.}, booktitle = {Decision and Control, 2004. CDC. 43rd IEEE Conference on}, citeulike-article-id = {1996083}, citeulike-linkout-0 = {http://ieeexplore.ieee.org/xpls/abs_all.jsp?arnumber=1429243}, journal = {Decision and Control, 2004. CDC. 43rd IEEE Conference on}, keywords = {dynamic\_games, mass\_behaviour, nash\_certainty\_equivalence, non\_uniform\_individuals, stochastic\_control\_large\_population\_systems}, pages = {3453--3458 Vol.4}, posted-at = {2008-07-18 00:24:17}, priority = {0}, title = {Large-population cost-coupled LQG problems: generalizations to non-uniform individuals}, url = {http://ieeexplore.ieee.org/xpls/abs_all.jsp?arnumber=1429243}, volume = {4}, year = {2004} }

TY - CONF ID - HuangCaines_CDC04 L3 - citeulike-article-id:1996083 N2 - We consider LQG games in large population conditions where the agents have non-uniform dynamics and are coupled by their individual costs. A state aggregation technique is developed to obtain a set of decentralized control laws which possesses an /spl epsi/-Nash equilibrium property. An attraction property of the mass is also established. The methodology and the results contained in this paper illuminate individual and mass behaviour in such large complex systems. JF - Decision and Control, 2004. CDC. 43rd IEEE Conference on EP - 3458 Vol.4 TI - Large-population cost-coupled LQG problems: generalizations to non-uniform individuals VL - 4 T2 - Decision and Control, 2004. CDC. 43rd IEEE Conference on SP - 3453 KW - dynamic_games KW - mass_behaviour KW - nash_certainty_equivalence KW - non_uniform_individuals KW - stochastic_control_large_population_systems AU - Huang, M AU - Caines, PE AU - Malhame, RP PY - 2004/// UR - http://ieeexplore.ieee.org/xpls/abs_all.jsp?arnumber=1429243 ER -