Linear-quadratic mean-field-type games with multiple input constraints

Julian Barreiro-Gomez, Tyrone E. Duncan, Hamidou Tembine

Research output: Contribution to journalArticlepeer-review

Abstract

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.

Original languageEnglish (US)
Article number8692433
Pages (from-to)511-516
Number of pages6
JournalIEEE Control Systems Letters
Volume3
Issue number3
DOIs
StatePublished - Jul 2019

Keywords

  • Constrained mean-field-type games
  • direct method
  • mean-variance minimization

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Control and Optimization

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