Decentralized tracking-type games for multi-agent systems with coupled ARX models: Asymptotic Nash equilibria

doi:10.1016/j.automatica.2007.07.007

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	Decentralized tracking-type games for multi-agent systems with coupled ARX models: Asymptotic Nash equilibria
	Li, Tao 1,2; Zhang, Ji-Feng1
刊名	AUTOMATICA
	2008-03-01
卷号	44 期号:3 页码:713-725
关键词	multi-agent systems decentralized control optimal tracking ARX model discrete-time systems Nash certainty equivalence principle stochastic dynamic game
ISSN号	0005-1098
DOI	10.1016/j.automatica.2007.07.007
英文摘要	A class of decentralized tracking-type games is considered for large population multi-agent systems (MAS). The agents are described by stochastic discrete-time auto-regressive models with exogenous inputs (ARX models), and coupled together through their individual dynamics and performance indexes by terms of the unknown population state average (PSA). The performance index of each agent to minimize is a stochastic long term averaged group-tracking-type functional, in which there is a nonlinear term of the unknown PSA. The control law is decentralized and implemented via the Nash certainty equivalence principle. By probability limit theory, under mild conditions it is shown that: (a) the estimate of the PSA is strongly consistent; (b) the closed-loop system is stable almost surely, and the stability is independent of the number N of agents; (c) the decentralized control law is an asymptotic Nash equilibrium almost surely or in probability according to the property of the nonlinear coupling function in the performance indexes. (C) 2007 Elsevier Ltd. All rights reserved.
WOS研究方向	Automation & Control Systems ; Engineering
语种	英语
出版者	PERGAMON-ELSEVIER SCIENCE LTD
WOS记录号	WOS:000254596100011
内容类型	期刊论文
源URL	[http://ir.amss.ac.cn/handle/2S8OKBNM/5742]
专题	系统科学研究所
通讯作者	Zhang, Ji-Feng
作者单位	1.Chinese Acad Sci, Acad Math & Syst Sci, Inst Syst Sci, Key Lab Syst & Control, Beijing 100080, Peoples R China 2.Grad Univ, Chinese Acad Sci, Beijing 100039, Peoples R China
推荐引用方式 GB/T 7714	Li, Tao,Zhang, Ji-Feng. Decentralized tracking-type games for multi-agent systems with coupled ARX models: Asymptotic Nash equilibria[J]. AUTOMATICA,2008,44(3):713-725.
APA	Li, Tao,&Zhang, Ji-Feng.(2008).Decentralized tracking-type games for multi-agent systems with coupled ARX models: Asymptotic Nash equilibria.AUTOMATICA,44(3),713-725.
MLA	Li, Tao,et al."Decentralized tracking-type games for multi-agent systems with coupled ARX models: Asymptotic Nash equilibria".AUTOMATICA 44.3(2008):713-725.