Mean Field Linear Quadratic Games with Set Up Costs

Dario Bauso, Raffaele Pesenti*

*Bijbehorende auteur voor dit werk

OnderzoeksoutputAcademicpeer review

26 Citaten (Scopus)
34 Downloads (Pure)


This paper studies linear quadratic games with set up costs monotonic on the number of active players, namely, players whose action is non-null. 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 under large population. We also analyze the influence of an additional disturbance in the spirit of the literature on H-infinity control. Numerical illustrations are provided.

Originele taal-2English
Pagina's (van-tot)89-104
Aantal pagina's16
TijdschriftDynamic Games and Applications
Nummer van het tijdschrift1
StatusPublished - mrt-2013
Extern gepubliceerdJa

Citeer dit