Linear Quadratic Decentralized Dynamic Games for a Class of Discrete-time Multi-agent Systems Export

@inproceedings{MaLiZhang_IEEE06, abstract = {In this paper, decentralized games of discrete-time large population stochastic multi-agent systems are considered under a coupled quadratic performance index. Based on the state aggregation method, the estimate of the population state average is constructed, with which and the Nash certainty equivalence principle, the decentralized control law is designed. By the probability limit theory, the stability and optimality of closed-loop system is analyzed. The main results are: 1) The estimate of the population state average is shown to be strongly consistent in some norm sense, which implies that the estimation error is convergent to zero almost surely as the number of agents increases to infinity. 2) The closed-loop system is almost surely uniformly stable, in other words, the stability is independent of the number of agents. 3) The decentralized control law is almost surely asymptotically optimal in the sense of Nash equilibrium.}, author = {Cuiqin, Ma and Tao, Li}, booktitle = {Control Conference, 2007. CCC 2007. Chinese}, citeulike-article-id = {3918156}, citeulike-linkout-0 = {http://dx.doi.org/10.1109/CHICC.2006.4347490}, citeulike-linkout-1 = {http://ieeexplore.ieee.org/xpls/abs_all.jsp?arnumber=4347490}, doi = {10.1109/CHICC.2006.4347490}, journal = {Control Conference, 2007. CCC 2007. Chinese}, keywords = {consensus, decentralized\_control, discrete, lqg\_lqr, nash\_certainty\_equivalence}, pages = {517--521}, posted-at = {2009-01-21 01:00:58}, priority = {0}, title = {Linear Quadratic Decentralized Dynamic Games for a Class of Discrete-time Multi-agent Systems}, url = {http://dx.doi.org/10.1109/CHICC.2006.4347490}, year = {2007} }

TY - CONF ID - MaLiZhang_IEEE06 L3 - citeulike-article-id:3918156 N2 - In this paper, decentralized games of discrete-time large population stochastic multi-agent systems are considered under a coupled quadratic performance index. Based on the state aggregation method, the estimate of the population state average is constructed, with which and the Nash certainty equivalence principle, the decentralized control law is designed. By the probability limit theory, the stability and optimality of closed-loop system is analyzed. The main results are: 1) The estimate of the population state average is shown to be strongly consistent in some norm sense, which implies that the estimation error is convergent to zero almost surely as the number of agents increases to infinity. 2) The closed-loop system is almost surely uniformly stable, in other words, the stability is independent of the number of agents. 3) The decentralized control law is almost surely asymptotically optimal in the sense of Nash equilibrium. JF - Control Conference, 2007. CCC 2007. Chinese EP - 521 TI - Linear Quadratic Decentralized Dynamic Games for a Class of Discrete-time Multi-agent Systems T2 - Control Conference, 2007. CCC 2007. Chinese SP - 517 KW - consensus KW - decentralized_control KW - discrete KW - lqg_lqr KW - nash_certainty_equivalence AU - Cuiqin, Ma AU - Tao, Li PY - 2007/// UR - http://dx.doi.org/10.1109/CHICC.2006.4347490 ER -