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.
- Constrained mean-field-type games
- direct method
- mean-variance minimization
ASJC Scopus subject areas
- Control and Systems Engineering
- Control and Optimization