Mean Field Linear Quadratic Games with Set Up Costs

Dario Bauso, Raffaele Pesenti

Risultato della ricerca: Articlepeer review

27 Citazioni (Scopus)

Abstract

This paper studies linear quadratic games with set up costs monotonic on the number of active players, namely, players whose action is non-null. Such games arise naturally in joint replenishment inventory systems. Building upon a preliminary analysis of the properties of the best response strategies and Nash equilibria for the given game, the main contribution is the study of the same game under large population. We also analyze the influence of an additional disturbance in the spirit of the literature on H∞ control. Numerical illustrations are provided.
Lingua originaleEnglish
Numero di pagine15
RivistaDynamic Games and Applications
Volume3
Stato di pubblicazionePublished - 2013

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Computer Science Applications
  • Computer Graphics and Computer-Aided Design
  • Computational Theory and Mathematics
  • Computational Mathematics
  • Applied Mathematics

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