TY - JOUR
T1 - Linear-quadratic mean-field-type games with multiple input constraints
AU - Barreiro-Gomez, Julian
AU - Duncan, Tyrone E.
AU - Tembine, Hamidou
N1 - Funding Information:
Manuscript received February 2, 2019; revised March 28, 2019; accepted April 13, 2019. Date of publication April 16, 2019; date of current version April 30, 2019. This work was supported in part by the U.S. Air Force Office of Scientific Research under Grant FA9550-17-1-0259 and Grant FA9550-17-1-0073, and in part by the National Science Foundation under Grant DMS 1411412. Recommended by Senior Editor G. Yin. (Corresponding author: Julian Barreiro-Gomez.) J. Barreiro-Gomez and H. Tembine are with the Learning and Game Theory Laboratory, Engineering Division, New York University Abu Dhabi, Abu Dhabi 129188, UAE (e-mail: jbarreiro@nyu.edu; tembine@nyu.edu).
Publisher Copyright:
© 2017 IEEE.
PY - 2019/7
Y1 - 2019/7
N2 - In this letter, we study a class of constrained linear-quadratic mean-field-type games. The considered system dynamics are described including some mean-field terms, i.e., the expectation of both the system states and the control inputs. We obtain a semi-explicit solution for the problem by using the direct method in combination with some auxiliary dynamics that guarantee the satisfaction of the multiple input coupled constraints. Finally, a proof-of-concept example is presented in order to show the appropriate performance of the proposed approach.
AB - In this letter, we study a class of constrained linear-quadratic mean-field-type games. The considered system dynamics are described including some mean-field terms, i.e., the expectation of both the system states and the control inputs. We obtain a semi-explicit solution for the problem by using the direct method in combination with some auxiliary dynamics that guarantee the satisfaction of the multiple input coupled constraints. Finally, a proof-of-concept example is presented in order to show the appropriate performance of the proposed approach.
KW - Constrained mean-field-type games
KW - direct method
KW - mean-variance minimization
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U2 - 10.1109/LCSYS.2019.2911662
DO - 10.1109/LCSYS.2019.2911662
M3 - Article
AN - SCOPUS:85064715427
SN - 2475-1456
VL - 3
SP - 511
EP - 516
JO - IEEE Control Systems Letters
JF - IEEE Control Systems Letters
IS - 3
M1 - 8692433
ER -