6533b839fe1ef96bd12a6541
RESEARCH PRODUCT
Robust linear quadratic mean-field games in crowd-seeking social networks.
Hamidou TembineDario BausoTamer Basarsubject
Stochastic controlContinuous-time stochastic processMathematical optimizationSocial networkStochastic processbusiness.industryControl (management)mean field gamesRobust controlStochastic neural networkbusinessGame theoryMathematical economicsMathematicsdescription
We consider a social network where opinions evolve following a stochastic averaging process under the influence of adversarial disturbances. We provide a robust mean-field game model in the spirit of H∞-optimal control, establish existence of a mean-field equilibrium, and analyze its stochastic stability.
| year | journal | country | edition | language |
|---|---|---|---|---|
| 2013-12-01 |