KMS Of Academy of mathematics and systems sciences, CAS
| Mean field linear-quadratic control: Uniform stabilization and social optimality | |
| Wang, Bing-Chang1; Zhang, Huanshui1,2; Zhang, Ji-Feng3,4 | |
| 2020-11-01 | |
| Source Publication | AUTOMATICA
 |
| ISSN | 0005-1098 |
| Volume | 121Pages:14 |
| Abstract | 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. |
| Keyword | Mean field game Variational analysis Stabilization control FBSDE Riccati equation |
| DOI | 10.1016/j.automatica.2020.109088 |
| Indexed By | SCI |
| Language | 英语 |
| Funding Project | 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 Research Area | Automation & Control Systems ; Engineering |
| WOS Subject | Automation & Control Systems ; Engineering, Electrical & Electronic |
| WOS ID | WOS:000571446000013 |
| Publisher | PERGAMON-ELSEVIER SCIENCE LTD |
| Citation statistics | |
| Document Type | 期刊论文 |
| Identifier | http://ir.amss.ac.cn/handle/2S8OKBNM/52221 |
| Collection | 中国科学院数学与系统科学研究院 |
| Corresponding Author | Wang, Bing-Chang |
| Affiliation | 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 |
| Recommended Citation 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. |
| Files in This Item: | There are no files associated with this item. | |||||
Items in the repository are protected by copyright, with all rights reserved, unless otherwise indicated.
Edit Comment