中国科学院机构知识库网格
Chinese Academy of Sciences Institutional Repositories Grid
Mean field linear-quadratic control: Uniform stabilization and social optimality

文献类型:期刊论文

作者Wang, Bing-Chang1; Zhang, Huanshui1,2; Zhang, Ji-Feng3,4
刊名AUTOMATICA
出版日期2020-11-01
卷号121页码:14
关键词Mean field game Variational analysis Stabilization control FBSDE Riccati equation
ISSN号0005-1098
DOI10.1016/j.automatica.2020.109088
英文摘要This paper is concerned with uniform stabilization and social optimality for general mean field linear-quadratic control systems, where subsystems are coupled via individual dynamics and costs, and the state weight is not assumed with the definiteness condition. For the finite-horizon problem, we first obtain a set of forward-backward stochastic differential equations (FBSDEs) from variational analysis, and construct a feedback-type control by decoupling the FBSDEs. For the infinite-horizon problem, by using solutions to two Riccati equations, we design a set of decentralized control laws, which is further proved to be asymptotically social optimal. Some equivalent conditions are given for uniform stabilization of the systems in different cases, respectively. Finally, the proposed decentralized controls are compared to the asymptotic optimal strategies in previous works. (C) 2020 Published by Elsevier Ltd.
资助项目National Key R&D Program of China[2018YFA0703800] ; National Natural Science Foundation of China[61633014] ; National Natural Science Foundation of China[61773241] ; National Natural Science Foundation of China[61877057] ; National Natural Science Foundation of China[U1701264] ; Foundation for Innovative Research Groups of National Natural Science Foundation of China[61821004]
WOS研究方向Automation & Control Systems ; Engineering
语种英语
WOS记录号WOS:000571446000013
出版者PERGAMON-ELSEVIER SCIENCE LTD
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/52220]  
专题中国科学院数学与系统科学研究院
通讯作者Wang, Bing-Chang
作者单位1.Shandong Univ, Sch Control Sci & Engn, Jinan 250061, Peoples R China
2.Shandong Univ Sci & Technol, Coll Elect Engn & Automat, Qingdao 266590, Peoples R China
3.Chinese Acad Sci, Acad Math & Syst Sci, Key Lab Syst & Control, Beijing 100190, Peoples R China
4.Univ Chinese Acad Sci, Sch Math Sci, Beijing 100149, Peoples R China
推荐引用方式
GB/T 7714
Wang, Bing-Chang,Zhang, Huanshui,Zhang, Ji-Feng. Mean field linear-quadratic control: Uniform stabilization and social optimality[J]. AUTOMATICA,2020,121:14.
APA Wang, Bing-Chang,Zhang, Huanshui,&Zhang, Ji-Feng.(2020).Mean field linear-quadratic control: Uniform stabilization and social optimality.AUTOMATICA,121,14.
MLA Wang, Bing-Chang,et al."Mean field linear-quadratic control: Uniform stabilization and social optimality".AUTOMATICA 121(2020):14.

入库方式: OAI收割

来源:数学与系统科学研究院

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