静的出力フィードバック戦略によるむだ時間確率システムのための平均場ゲーム

カテゴリ: 論文誌(論文単位)

グループ名: 【C】電子・情報・システム部門

発行日: 2023/07/01

タイトル(英語): Mean-Field Games for Time-Delay Stochastic Systems via Static Output Feedback Strategy

著者名: 入江　駿平（広島大学　大学院先進理工系科学研究科），向谷　博明（広島大学　大学院先進理工系科学研究科），相良　宗臣（高知大学　教育学部）

著者名(英語): Shunpei Irie (Graduate School of Advanced Science and Engineering, Hiroshima University), Hiroaki Mukaidani (Graduate School of Advanced Science and Engineering, Hiroshima University), Muneomi Sagara (Faculty of Education, Kochi University)

キーワード: 静的出力フィードバック戦略，むだ時間確率システム，平均場ゲーム，集中戦略　　static output feedback strategy，delay stochastic systems，mean-field games，centralized strategy

要約(英語): A mean-field game based on a static output feedback (SOF) strategy for delay stochastic systems is considered. First, after defining the stabilization problem for a single decision maker, the problem of minimizing the upper bound of the cost function is given via the cost guarantee cost control theory. For this problem, the KKT condition establishes a necessary condition that satisfies the suboptimality by using a stochastic large-scale matrix equations. Then, using the obtained preliminary results, we apply it to the Pareto optimal strategy, which is a cooperative game, for the mean-field stochastic system involving a large number of decision makers. The main contribution is to derive a design method for deriving a centralized strategy. To obtain the strategy set, the Newton's method is considered. Furthermore, a new decomposition algorithm is discussed to avoid the huge dimensional problem. Finally, a simple numerical example is performed to demonstrate the usefulness and effectiveness of the proposed set of strategies.

本誌: 電気学会論文誌C（電子・情報・システム部門誌） Vol.143 No.7 （2023） 特集：2022年電子・情報・システム部門大会

本誌掲載ページ: 649-659 p

原稿種別: 論文／日本語

電子版へのリンク: https://www.jstage.jst.go.jp/article/ieejeiss/143/7/143_649/_article/-char/ja/