Title
Game Theoretic Decentralized Feedback Controls in Markov Jump Processes.
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.
Year
DOI
Venue
2017
10.1007/s10957-017-1078-3
J. Optimization Theory and Applications
Keywords
Field
DocType
Optimal control, Mean-field games, Inverse control problem, Decentralized routing policies, Hysteresis, 91A13, 91A25, 49N25, 49L20, 47J40
Convergence (routing),Mathematical optimization,Optimal control,Decentralised system,Markov jump process,Control theory,Hysteresis,Equilibrium point,Game theoretic,Operator (computer programming),Mathematics
Journal
Volume
Issue
ISSN
173
2
1573-2878
Citations 
PageRank 
References 
0
0.34
12
Authors
4
Name
Order
Citations
PageRank
Fabio Bagagiolo1313.88
Dario Bauso221235.09
Rosario Maggistro300.34
Marta Zoppello401.01