...
  • 主题
高级搜索  >
历史搜索 清空历史
首页> 外文期刊>IEEE Transactions on Automatic Control >Collective Stochastic Discrete Choice Problems: A Min-LQG Dynamic Game Formulation
【24h】

Collective Stochastic Discrete Choice Problems: A Min-LQG Dynamic Game Formulation

机译：集体随机离散选择问题：MIN-LQG动态游戏配方

获取原文
获取原文并翻译 | 示例
           
页面导航
  • 摘要
  • 著录项
  • 相似文献
  • 相关主题

摘要

We consider a class of dynamic collective choice models with social interactions, whereby a large number of nonuniform agents have to individually settle on one of multiple discrete alternative choices, with the relevance of their would-be choices continuously impacted by noise and the unfolding group behavior. This class of problems is modeled here as a so-called min-LQG game, i.e., a linear quadratic Gaussian dynamic and noncooperative game, with an additional combinatorial aspect in that it includes a final choice-related minimization in its terminal cost. The presence of this minimization term is key to enforcing some specific discrete choice by each individual agent. The theory of mean field games is invoked to generate a class of decentralized agent feedback control strategies, which are then shown to converge to an exact Nash equilibrium of the game as the number of players increases to infinity. A key building block in our approach is an explicit solution to the problem of computing the best response of a generic agent to some arbitrarily posited smooth mean field trajectory. Ultimately, an agent is shown to face a continuously revised discrete choice problem, where greedy choices dictated by current conditions must be constantly balanced against the risk of the future process noise upsetting the wisdom of such decisions. We show that any Nash equilibrium of the game is defined by an a priori computable probability matrix, which describes the distribution of the players' choices over the alternatives. The results are illustrated through simulations.
机译：我们考虑了一类具有社交互动的动态集体选择模型，其中大量的非均匀试剂必须单独定居，其中一个离散的替代选择之一，他们的潜在选择的相关性被噪声和展开组行为不断影响。这类问题在这里被建模为所谓的Min-LQG游戏，即线性二次高斯动态和非支持游戏，具有额外的组合方面，因为它包括其终端成本的最终选择相关的最小化。这种最小化术语的存在是强制每个单独的代理执行某些特定离散选择的关键。调用平均野外游戏理论以生成一类分散的代理反馈控制策略，然后随后被汇聚到游戏的精确纳什均衡，因为玩家的数量增加到无穷大。我们方法中的一个关键构建块是对计算通用代理的最佳响应的问题的一个关键构建块是对一些任意假定的平滑平均场轨迹的问题。最终，一个代理商被认为面对不断修订的离散选择问题，其中当前条件决定的贪婪选择必须不断抵御未来过程噪音令这些决策智慧的风险。我们表明，游戏的任何纳什均衡由先验的可计算概率矩阵定义，该概率矩阵描述了玩家选择在替代方案上的选择。结果通过仿真说明。

著录项

相似文献

  • 外文文献
  • 中文文献
  • 专利
获取原文

客服邮箱：kefu@zhangqiaokeyan.com

京公网安备：11010802029741号 ICP备案号：京ICP备15016152号-6 六维联合信息科技 (北京) 有限公司©版权所有

  • 客服微信

  • 服务号