Linear quadratic graphon field games

نویسندگان

چکیده

Linear quadratic graphon field games (LQ-GFGs) are defined to be LQ which involve a large number of agents that weakly coupled via weighted undirected graph on each node represents an agent. The links the correspond couplings between agents' dynamics, as well individual cost functions, agent attempts minimize. We formulate limit LQ-GFG problems based assumption these graphs lie in sequence converges graphon. First, under finite-rank graphon, existence and uniqueness solutions formulated problem is established. Second, upon problem, epsilon-Nash equilibria constructed for corresponding game with very but finite players. This result then generalized case random initial conditions. It noted distinct from class mean (GMFG) where population hypothesized associated [Caines Huang CDC 2018, 2019].

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Mean field linear quadratic games

This paper studies linear quadratic games with set up costs monotonic on the number of active players, namely, players whose action is non-zero. Such games arise naturally in joint replenishment inventory systems. Building upon a preliminary analysis of the properties of the best response strategies and Nash equilibria for the given game, the main contribution is the study of the same game unde...

متن کامل

Graphon games

The study of strategic behavior in large scale networks via standard game theoretical methods is a challenging, if not intractable, task. In this paper, we propose a way to approximate games played over networks of increasing size, by using the graph limiting concept of graphon. To this end, we introduce the new class of graphon games for populations of infinite size. We investigate existence a...

متن کامل

Explicit solutions of some linear-quadratic mean field games

We consider N -person differential games involving linear systems affected by white noise, running cost quadratic in the control and in the displacement of the state from a reference position, and with long-time-average integral cost functional. We solve an associated system of Hamilton-JacobiBellman and Kolmogorov-Fokker-Planck equations and find explicit Nash equilibria in the form of linear ...

متن کامل

Information sharing networks in linear quadratic games

Francesco Feri Royal Holloway, University of London. SUMMARY We study the bilateral exchange of information in the context of linear quadratic games. An information structure is here represented by a non directed network, whose nodes are agents and whose links represent sharing agreements. We first study the equilibrium use of information in any given sharing network, finding that the extent to...

متن کامل

Sequential Linear Quadratic Method for Differential Games

In this paper, we present a numerical method for computing a Nash solution to a zero-sum differential game for a general nonlinear system based on a sequential linearquadratic approximations. The technique is used to design a game-theoretic controller. Numerical results are given which show the performance of the method as well as the performance of the resulting controller under noisy observat...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Communications in information and systems

سال: 2021

ISSN: ['1526-7555', '2163-4548']

DOI: https://doi.org/10.4310/cis.2021.v21.n3.a2