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Game Theoretic Decentralized Feedback Controls in Markov Jump Processes

Bagagiolo F.
•
Bauso D.
•
Maggistro R.
•
Zoppello M.
2017
  • journal article

Periodico
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS
Abstract
This paper studies a decentralized routing problem over a network, using the paradigm of mean-field games with large number of players. Building on a state-space extension technique, we turn the problem into an optimal control one for each single player. The main contribution is an explicit expression of the optimal decentralized control which guarantees the convergence both to local and to global equilibrium points. Furthermore, we study the stability of the system also in the presence of a delay which we model using an hysteresis operator. As a result of the hysteresis, we prove existence of multiple equilibrium points and analyze convergence conditions. The stability of the system is illustrated via numerical studies.
DOI
10.1007/s10957-017-1078-3
WOS
WOS:000399660500016
Archivio
http://hdl.handle.net/11368/2978596
info:eu-repo/semantics/altIdentifier/scopus/2-s2.0-85012118475
http://www.kluweronline.com/issn/0022-3239
Diritti
closed access
license:copyright editore
FVG url
https://arts.units.it/request-item?handle=11368/2978596
Soggetti
  • Decentralized routing...

  • Hysteresi

  • Inverse control probl...

  • Mean-field game

  • Optimal control

Scopus© citazioni
6
Data di acquisizione
Jun 7, 2022
Vedi dettagli
Web of Science© citazioni
6
Data di acquisizione
Mar 24, 2024
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