Asymptotically Optimal Decentralized Control for a Class of Multi-Agent Systems

Author

Li Tao ; Zhang Ji-feng

Author_Institution

Acad. of Math. & Syst. Sci., Chinese Acad. of Sci., Beijing, China

fYear

2006

fDate

7-11 Aug. 2006

Firstpage

346

Lastpage

351

Abstract

The concept of asymptotic Nash-equilibria with respect to stochastic performance index is introduced, a decentralized control law is constructed for large population dynamic multi-agent systems (LPDMAS) with cost-coupled stochastic performance indexes by using the state aggregation method. By the limit probability theory, it is shown that the closed-loop system is almost surely uniformly stable, and the control law is asymptotically optimal.

Keywords

asymptotic stability; closed loop systems; decentralised control; game theory; multi-agent systems; optimal control; performance index; probability; stochastic processes; asymptotic Nash-equilibria; asymptotically optimal decentralized control; closed-loop system; cost-coupled stochastic performance index; large population dynamic multiagent systems; limit probability theory; stability; state aggregation method; stochastic differential game; Artificial intelligence; Control systems; Distributed control; IEEE catalog; Iron; Mathematics; Multiagent systems; Optimal control; Performance analysis; Stochastic systems; Multi-Agent Systems; asymptotic Nash-equilibria; decentralized control; stochastic differential game; stochastic performance index;

fLanguage

English

Publisher

ieee

Conference_Titel

Control Conference, 2006. CCC 2006. Chinese

Conference_Location

Harbin

Print_ISBN

7-81077-802-1

Type

conf

DOI

10.1109/CHICC.2006.280985

Filename

4060533