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Nash Equilibria for Large-Population Linear Stochastic Systems of Weakly Coupled Agents

In: Analysis, Control and Optimization of Complex Dynamic Systems

Author

Listed:
  • Minyi Huang
  • Roland P. Malhamé
  • Peter E. Caines

Abstract

We consider dynamic games in large population conditions where the agents evolve according to non-uniform dynamics and are weakly coupled via their dynamics and the individual costs. A state aggregation technique is developed to obtain a set of decentralized control laws for the individuals which possesses an F-Nash equilibrium property. An attraction property of the mass behaviour is established. The methodology and the results contained in this paper reveal novel behavioral properties of the relationship of any given individual with respect to the mass of individuals in large-scale noncooperative systems of weakly coupled agents.

Suggested Citation

  • Minyi Huang & Roland P. Malhamé & Peter E. Caines, 2005. "Nash Equilibria for Large-Population Linear Stochastic Systems of Weakly Coupled Agents," Springer Books, in: El Kébir Boukas & Roland P. Malhamé (ed.), Analysis, Control and Optimization of Complex Dynamic Systems, chapter 0, pages 215-252, Springer.
    • Handle: RePEc:spr:sprchp:978-0-387-25477-7_9
    DOI: 10.1007/0-387-25477-3_9
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    Cited by:

    1. Sachin Adlakha & Ramesh Johari, 2013. "Mean Field Equilibrium in Dynamic Games with Strategic Complementarities," Operations Research, INFORMS, vol. 61(4), pages 971-989, August.

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