Mean field linear-quadratic control: Uniform stabilization and social optimality

doi:10.1016/j.automatica.2020.109088

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	Mean field linear-quadratic control: Uniform stabilization and social optimality
	Wang, Bing-Chang 1; Zhang, Huanshui 1,2; Zhang, Ji-Feng 3,4
	2020-11-01
发表期刊	AUTOMATICA
ISSN	0005-1098
卷号	121 页码:14
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.
关键词	Mean field game Variational analysis Stabilization control FBSDE Riccati equation
DOI	10.1016/j.automatica.2020.109088
收录类别	SCI
语种	英语
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
WOS类目	Automation & Control Systems ; Engineering, Electrical & Electronic
WOS记录号	WOS:000571446000013
出版者	PERGAMON-ELSEVIER SCIENCE LTD
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/52221
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.