Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria

作者：Minyi Huang, Peter E. Caines, Roland P. Malhamé · 发表于：IEEE Transactions on Automatic Control · 年份：2007 · DOI：10.1109/tac.2007.904450 · 被引用次数：1142 · 研究领域：Economic theories and models、Game Theory and Applications、Mathematical and Theoretical Epidemiology and Ecology Models

We consider linear quadratic Gaussian (LQG) games in large population systems where the agents evolve according to nonuniform dynamics and are coupled via their individual costs. A state aggregation technique is developed to obtain a set of decentralized control laws for the individuals which possesses an epsiv-Nash equilibrium property. A stability property of the mass behavior is established, and the effect of inaccurate population statistics on an isolated agent is also analyzed by variational techniques.