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 |
| DOI | 10.1016/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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