论文标题
线性季度平均场比赛,团队和控制的统一关系分析
A Unified Relation Analysis of Linear-quadratic Mean-field Game, Team and Control
论文作者
论文摘要
本文重新研究了弱耦合大型人口(LP)系统的充分研究的动态决策。具体而言,三种类型的LP决策问题:平均场比赛(MG),均值场团队(MT)和均值场型控制(MC),在一般的随机线性质量质量环境中得到完全分析,并在状态动力学和不确定的重量方面具有控制性下降。更重要的是,MG,MT和MC之间的相互关系是系统地讨论的。报告了一些相关的有趣发现,这些发现可能应用于一般LP决策的结构分析。
This paper revisits well-studied dynamic decisions of weakly coupled large-population (LP) systems. Specifically, three types of LP decision problems: mean-field game (MG), mean-field team (MT), and mean-field-type control (MC), are completely analyzed in a general stochastic linear-quadratic setting with controlled-diffusion in state dynamics and indefinite weight in cost functional. More importantly, interrelations among MG, MT and MC are systematically discussed; some relevant interesting findings are reported that may be applied to a structural analysis of general LP decisions.