A Unified Relation Analysis of Linear-Quadratic Mean-Field Game, Team, and Control
A Unified Relation Analysis of Linear-Quadratic Mean-Field Game, Team, and Control
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DOI：
10.1109/tac.2023.3323576
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发表时间：
2022-11
影响因子：
6.8
通讯作者：
Jianhui Huang;Zhenghong Qiu;Shujun Wang;Zhen Wu
中科院分区：
文献类型：
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作者：
Jianhui Huang;Zhenghong Qiu;Shujun Wang;Zhen Wu
本文回顾了弱耦合大种群(LP)系统中研究得很好的动态决策。具体地说，在具有状态动力学受控扩散和代价泛函不确定权重的一般随机线性二次情形下，对三类LP决策问题：平均场博弈(MG)、平均场团队(MT)和平均场类型控制(MC)进行了完整的分析。更重要的是，系统地讨论了MG、MT和MC之间的相互关系；报告了一些相关和有趣的发现，这些发现可以应用于一般LP决策的结构分析。
This article revisits well-studied dynamic decisions in weakly coupled large-population (LP) systems. Specifically, three types of LP decision problems: mean-field game (MG), mean-field team (MT), and mean-field-type control (MC), are completely analyzed in a general stochastic linear-quadratic setting with controlled-diffusion in state dynamics and indefinite weight in cost functional. More importantly, interrelations among MG, MT, and MC are systematically discussed; some relevant and interesting findings are reported that may be applied to a structural analysis of general LP decisions.