Game theoretic decentralized feedback controls in Markov jump processes

Dario Bauso, Dario Bauso, Marta Zoppello, Rosario Maggistro, Fabio Bagagiolo

Research output: Contribution to journalArticlepeer-review

5 Citations (Scopus)

Abstract

This paper studies a decentralized routing problem over a network, using the paradigm of mean-field games with large number of players. Building on a state-space extension technique, we turn the problem into an optimal control one for each single player. The main contribution is an explicit expression of the optimal decentralized control which guarantees the convergence both to local and to global equilibrium points. Furthermore, we study the stability of the system also in the presence of a delay which we model using an hysteresis operator. As a result of the hysteresis, we prove existence of multiple equilibrium points and analyze convergence conditions. The stability of the system is illustrated via numerical studies.
Original languageEnglish
Number of pages22
JournalJournal of Optimization Theory and Applications
Publication statusPublished - 2017

All Science Journal Classification (ASJC) codes

  • Control and Optimization
  • Management Science and Operations Research
  • Applied Mathematics

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