Mean field multilayer stackelberg differential games in multi-agent systems

Name: Mean field multilayer stackelberg differential games in multi-agent systems
Author: Oner, A., Gunel, G. O., Saldı, Naci

İsim	Mean field multilayer stackelberg differential games in multi-agent systems
Yazar	Oner, A., Gunel, G. O., Saldı, Naci
Basım Tarihi:	2018
Basım Yeri	- Ministry Communications & High Technologies Republic Azerbaijan
Konu	Mean field game theory, Stackelberg equilibrium, Hierarchical control, Large scale systems control, Stochastic control, Differential games, Multilayer network control
Tür	Süreli Yayın
Dil	İngilizce
Dijital	Evet
Yazma	Hayır
Kütüphane:	Özyeğin Üniversitesi
Demirbaş Numarası	1683-3511
Kayıt Numarası	86c8f3ba-697a-4ae7-81c9-5a037ff22ecd
Lokasyon	Natural and Mathematical Sciences
Tarih	2018
Notlar	TÜBİTAK
Örnek Metin	In this paper, we study linear-quadratic hierarchical mean field Stackelberg differential games with decentralized adapted open-loop information structure. In this game model, there are three levels of decision making, with a leader at the top level, sub-leaders at the intermediate level, and a large population of followers at lowest level. Accordingly, the leader cannot influence the followers' actions directly, but instead sub-leaders link up followers to the global leader as an intermediate layer. The leader plays a Stackelberg game with the sub-leaders, and the sub-leaders play a Stackelberg game of the mean field type with the followers. The followers are (weakly) coupled through a mean field term, which only affects the followers' individual costs. One of the contributions of this work is to consider the infinite population limit of the finite-follower multi-layer game model. We establish the existence of Stackelberg equilibrium in the limiting case, which is expected to be an approximate Stackelberg equilibrium by the law of large numbers when the population of followers is finite, but sufficiently large. We show the effectiveness of the proposed method through a numerical example.
Cilt	17

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Mean field multilayer stackelberg differential games in multi-agent systems

Yazar Oner, A., Gunel, G. O., Saldı, Naci

Basım Tarihi 2018

Basım Yeri - Ministry Communications & High Technologies Republic Azerbaijan

Konu Mean field game theory, Stackelberg equilibrium, Hierarchical control, Large scale systems control, Stochastic control, Differential games, Multilayer network control

Tür Süreli Yayın

Dil İngilizce

Dijital Evet

Yazma Hayır

Kütüphane Özyeğin Üniversitesi

Demirbaş Numarası 1683-3511

Kayıt Numarası 86c8f3ba-697a-4ae7-81c9-5a037ff22ecd

Lokasyon Natural and Mathematical Sciences

Tarih 2018

Notlar TÜBİTAK

Örnek Metin In this paper, we study linear-quadratic hierarchical mean field Stackelberg differential games with decentralized adapted open-loop information structure. In this game model, there are three levels of decision making, with a leader at the top level, sub-leaders at the intermediate level, and a large population of followers at lowest level. Accordingly, the leader cannot influence the followers' actions directly, but instead sub-leaders link up followers to the global leader as an intermediate layer. The leader plays a Stackelberg game with the sub-leaders, and the sub-leaders play a Stackelberg game of the mean field type with the followers. The followers are (weakly) coupled through a mean field term, which only affects the followers' individual costs. One of the contributions of this work is to consider the infinite population limit of the finite-follower multi-layer game model. We establish the existence of Stackelberg equilibrium in the limiting case, which is expected to be an approximate Stackelberg equilibrium by the law of large numbers when the population of followers is finite, but sufficiently large. We show the effectiveness of the proposed method through a numerical example.

Cilt 17