Search results for " dynamic agents"

showing 2 items of 2 documents

Crowd-Averse Robust Mean-Field Games: Approximation via State Space Extension

2016

We consider a population of dynamic agents, also referred to as players. The state of each player evolves according to a linear stochastic differential equation driven by a Brownian motion and under the influence of a control and an adversarial disturbance. Every player minimizes a cost functional which involves quadratic terms on state and control plus a cross-coupling mean-field term measuring the congestion resulting from the collective behavior, which motivates the term “crowd-averse.” Motivations for this model are analyzed and discussed in three main contexts: a stock market application, a production engineering example, and a dynamic demand management problem in power systems. For th…

0209 industrial biotechnologyStochastic stabilityMathematical optimizationCollective behaviorTechnologyComputer sciencePopulationcontrol designcrowd-averse robust mean-field games state space extension dynamic agents linear stochastic differential equation Brownian motion adversarial disturbance cost functional cross-coupling mean-field term collective behavior stock market application production engineering example dynamic demand management problem robust mean-field game approximation error stochastic stability microscopic dynamics macroscopic dynamicscontrol engineering02 engineering and technology01 natural sciencesStochastic differential equationoptimal control020901 industrial engineering & automationQuadratic equationAutomation & Control SystemsEngineeringClosed loop systemsSettore ING-INF/04 - AutomaticaApproximation errorRobustness (computer science)Control theory0102 Applied MathematicsState space0101 mathematicsElectrical and Electronic EngineeringeducationBrownian motioneducation.field_of_studyScience & TechnologyStochastic process010102 general mathematicsRelaxation (iterative method)Engineering Electrical & ElectronicOptimal controlComputer Science Applications0906 Electrical and Electronic EngineeringIndustrial Engineering & AutomationMean field theoryControl and Systems EngineeringSettore MAT/09 - Ricerca Operativa0913 Mechanical Engineering
researchProduct

Consensus for networks with unknown but bounded disturbances

2009

We consider stationary consensus protocols for networks of dynamic agents. The measure of the neighbors' states is affected by unknown but bounded disturbances. Here the main contribution is the formulation and solution of what we call the $\epsilon$-consensus problem, where the states are required to converge in a target set of radius $\epsilon$ asymptotically or in finite time. We introduce as a solution a dead-zone policy that we denote as the lazy rule.

Networks; UBB; Consensus; Dynamic AgentsMathematical optimizationConsensusControl and OptimizationApplied MathematicsDynamic Agentsnetworks; unknown but bounded; consensus; dynamic agentsUBBRadiusdynamic agentsMeasure (mathematics)Set (abstract data type)unknown but boundedSettore ING-INF/04 - AutomaticaconsensusnetworksBounded functionNetworks UBB Consensus Dynamic AgentsApplied mathematicsNetworksFinite timeMathematics
researchProduct