Bauso, D., Mylvaganam, T. and Astolfi, A. (2014) Approximate solutions for crowd-averse robust mean-field games. In: 2014 European Control Conference, ECC 2014. 2014 European Control Conference (ECC), June 24-27, 2014, Strasbourg, France. Institute of Electrical and Electronics Engineers , 1217 - 1222. ISBN 9783952426913
Abstract
We consider a population of dynamic agents, also referred to as players. The state of each player evolves according to a linear stochastic differential equation driven by a Brownian motion and under the influence of a control and an adversarial disturbance. Every player minimizes a cost functional which involves quadratic terms on state and control plus a cross-coupling mean-field term measuring the congestion resulting from the collective behavior, which motivates the term 'crowd-averse'. For this game we first illustrate the paradigm of robust mean-field games. Second, we provide a new approximate solution approach based on the extension of the state space and prove the existence of equilibria and their stability properties.
Metadata
Item Type: | Proceedings Paper |
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Authors/Creators: |
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Copyright, Publisher and Additional Information: | © 2014 EUCA & IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other users, including reprinting/ republishing this material for advertising or promotional purposes, creating new collective works for resale or redistribution to servers or lists, or reuse of any copyrighted components of this work in other works. |
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: | 29 Jan 2016 14:28 |
Last Modified: | 09 Mar 2016 21:12 |
Published Version: | http://dx.doi.org/10.1109/ECC.2014.6862413 |
Status: | Published |
Publisher: | Institute of Electrical and Electronics Engineers |
Refereed: | Yes |
Identification Number: | 10.1109/ECC.2014.6862413 |
Open Archives Initiative ID (OAI ID): | oai:eprints.whiterose.ac.uk:89663 |