Game Theoretic Decentralized Feedback Controls in Markov Jump Processes

Fabio Bagagiolo, Dario Bauso, Rosario Maggistro*, Marta Zoppello

*Bijbehorende auteur voor dit werk

OnderzoeksoutputAcademicpeer review

5 Citaten (Scopus)
32 Downloads (Pure)

Samenvatting

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.

Originele taal-2English
Pagina's (van-tot)704-726
Aantal pagina's23
TijdschriftJournal of optimization theory and applications
Volume173
Nummer van het tijdschrift2
DOI's
StatusPublished - mei-2017
Extern gepubliceerdJa

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