Bagagiolo, F., Bauso, D. orcid.org/0000-0001-9713-677X, Maggistro, R. et al. (1 more author) (2017) Game Theoretic Decentralized Feedback Controls in Markov Jump Processes. Journal of Optimization Theory and Applications. pp. 1-23. ISSN 0022-3239
Abstract
This paper studies a decentralized routing problem over a network, using the paradigm of mean-field games with large number of players. Building on a state-space extension technique, we turn the problem into an optimal control one for each single player. The main contribution is an explicit expression of the optimal decentralized control which guarantees the convergence both to local and to global equilibrium points. Furthermore, we study the stability of the system also in the presence of a delay which we model using an hysteresis operator. As a result of the hysteresis, we prove existence of multiple equilibrium points and analyze convergence conditions. The stability of the system is illustrated via numerical studies.
Metadata
Item Type: | Article |
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Authors/Creators: |
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Copyright, Publisher and Additional Information: | © 2017 Springer Science+Business Media. This is an author produced version of a paper subsequently published in Journal of Optimization Theory and Applications. Uploaded in accordance with the publisher's self-archiving policy. |
Keywords: | Optimal control; Mean-field games; Inverse control problem; Decentralized routing policies; Hysteresis |
Dates: |
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Institution: | The University of Sheffield |
Academic Units: | The University of Sheffield > Faculty of Engineering (Sheffield) > Department of Automatic Control and Systems Engineering (Sheffield) |
Depositing User: | Symplectic Sheffield |
Date Deposited: | 07 Mar 2017 09:29 |
Last Modified: | 11 Feb 2018 01:38 |
Published Version: | https://doi.org/10.1007/s10957-017-1078-3 |
Status: | Published |
Publisher: | Springer |
Refereed: | Yes |
Identification Number: | 10.1007/s10957-017-1078-3 |
Open Archives Initiative ID (OAI ID): | oai:eprints.whiterose.ac.uk:113170 |