Distributed control for radial loss network systems via the ash Certainty Equivalence (mean field) principle Export

@proceedings{Ma_08, abstract = {The computational intractability of the dynamic programming (DP) equations associated with optimal admission and routing in stochastic loss networks of any non-trivial size (Ma et al., 2006, 2008) leads to the consideration of suboptimal distributed game theoretic formulations of the problem. This work presents a formulation of loss network admission control problems in terms of a class of systems composed of a large population of weakly coupled competitive individual agent networks. The resulting distributed dynamic stochastic game problem is solved and analyzed by application of the so-called point process Nash certainty equivalence (PPNCE) principle; this is an extension to the network point process context of the NCE principle originally formulated in the LQG framework by M. Huang et al., (2006, 2007). This methodology has close connections with the mean field models studied by Lasry and Lions (2006, 2007) and the notion of oblivious equilibrium proposed by Weintraub, Benkard, and Van Roy (2005, 2007) via a mean field approximation.}, author = {Ma, Zhongjing and Malhame, R. P. and Caines, P. E.}, booktitle = {Decision and Control, 2008. CDC 2008. 47th IEEE Conference on}, citeulike-article-id = {5265248}, citeulike-linkout-0 = {http://dx.doi.org/10.1109/CDC.2008.4739237}, citeulike-linkout-1 = {http://ieeexplore.ieee.org/xpls/abs_all.jsp?arnumber=4739237}, doi = {10.1109/CDC.2008.4739237}, journal = {Decision and Control, 2008. CDC 2008. 47th IEEE Conference on}, keywords = {nash\_certainty\_equivalence, networks}, pages = {3829--3834}, posted-at = {2009-07-25 23:28:52}, priority = {2}, title = {Distributed control for radial loss network systems via the ash Certainty Equivalence (mean field) principle}, url = {http://dx.doi.org/10.1109/CDC.2008.4739237}, year = {2008} }

TY - CONF ID - Ma_08 L3 - citeulike-article-id:5265248 N2 - The computational intractability of the dynamic programming (DP) equations associated with optimal admission and routing in stochastic loss networks of any non-trivial size (Ma et al., 2006, 2008) leads to the consideration of suboptimal distributed game theoretic formulations of the problem. This work presents a formulation of loss network admission control problems in terms of a class of systems composed of a large population of weakly coupled competitive individual agent networks. The resulting distributed dynamic stochastic game problem is solved and analyzed by application of the so-called point process Nash certainty equivalence (PPNCE) principle; this is an extension to the network point process context of the NCE principle originally formulated in the LQG framework by M. Huang et al., (2006, 2007). This methodology has close connections with the mean field models studied by Lasry and Lions (2006, 2007) and the notion of oblivious equilibrium proposed by Weintraub, Benkard, and Van Roy (2005, 2007) via a mean field approximation. JF - Decision and Control, 2008. CDC 2008. 47th IEEE Conference on EP - 3834 TI - Distributed control for radial loss network systems via the ash Certainty Equivalence (mean field) principle T2 - Decision and Control, 2008. CDC 2008. 47th IEEE Conference on SP - 3829 KW - nash_certainty_equivalence KW - networks AU - Ma, Zhongjing AU - Malhame, RP AU - Caines, PE PY - 2008/// UR - http://dx.doi.org/10.1109/CDC.2008.4739237 ER -