Steering the Distribution of Agents in Mean-Field Games System

Steering the Distribution of Agents in Mean-Field Games System
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平均场博弈系统中智能体的分配控制

DOI:
10.1007/s10957-018-1365-7
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发表时间:
2018
影响因子:
1.9
通讯作者:
Pavon, Michele
Pavon, Michele
中科院分区:
数学3区
文献类型:
--
作者:
Chen, Yongxin;Georgiou, Tryphon T.;Pavon, Michele

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这项工作的目的是提出并解决问题,以指导弱相互作用动力系统(代理,粒子等)的集合。到指定的终端分布。这是制定为一个平均场博弈问题,并讨论了在非合作游戏和合作游戏设置。在非合作博弈中,终端成本被用来完成任务,我们建立了终端成本和终端概率分布之间的映射。在合作博弈中,目标是找到一个共同的最优控制,将驱动代理的分布到一个有针对性的。我们专注于的情况下,当潜在的动态是线性的,运行成本是二次的。我们的方法依赖于并扩展了最优质量传输理论及其推广。
The purpose of this work is to pose and solve the problem to guide a collection of weakly interacting dynamical systems (agents, particles, etc.) to a specified terminal distribution. This is formulated as a mean-field game problem, and is discussed in both non-cooperative games and cooperative games settings. In the non-cooperative games setting, a terminal cost is used to accomplish the task; we establish that the map between terminal costs and terminal probability distributions is onto. In the cooperative games setting, the goal is to find a common optimal control that would drive the distribution of the agents to a targeted one. We focus on the cases when the underlying dynamics is linear and the running cost is quadratic. Our approach relies on and extends the theory of optimal mass transport and its generalizations.
DOI: 10.1109/tac.2018.2791362
发表时间: 2018-09-01
影响因子: 6.8
作者:
Chen, Yongxin;Georgiou, Tryphon T.;Pavon, Michele
通讯作者: Pavon, Michele
DOI: --
发表时间: 2014
期刊: Dyn. Games Appl.
影响因子: --
作者:
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通讯作者: A. Porretta
DOI: 10.3150/13-bej540
发表时间: 2012
期刊: arXiv: Probability
影响因子: --
作者:
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通讯作者: Markus Fischer
DOI: --
发表时间: 2014
期刊: arXiv.org
影响因子: --
作者:
Yongxin Chen;T. Georgiou;Michele Pavon
通讯作者: Michele Pavon
DOI: 10.1109/tac.2016.2602103
发表时间: 2017-05-01
影响因子: 6.8
作者:
Chen, Yongxin;Georgiou, Tryphon T.;Pavon, Michele
通讯作者: Pavon, Michele