Search results for "Dynamic Agents"

showing 4 items of 4 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
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Lazy consensus for networks with unknown but bounded disturbances

2007

We consider stationary consensus protocols for networks of dynamic agents. The measure of the neighbors' state is affected by Unknown But Bounded disturbances. Here the main contribution is the formulation and solution of what we call the isin-consensus problem, where the states are required to converge in a tube of ray isin asymptotically or in finite time.

Computer Science::Multiagent SystemsDynamic agentsLazy consensusComputer scienceControl theoryMulti-agent systemBounded functionDynamic agents; Lazy consensus; Stationary consensus protocolsState (functional analysis)Stationary consensus protocolsTopologyMeasure (mathematics)Uniform consensus2007 46th IEEE Conference on Decision and Control
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MECHANISM DESIGN FOR OPTIMAL CONSENSUS PROBLEMS

2006

We consider stationary consensus protocols for networks of dynamic agents with fixed and switching topologies. At each time instant, each agent knows only its and its neighbors’ state, but must reach consensus on a group decision value that is function of all the agents’ initial state.We show that our protocol design is the solution of individual optimizations performed by the agents. This notion suggests a game theoretic interpretation of consensus problems as mechanism design problems. Under this perspective a supervisor entails the agents to reach a consensus by imposing individual objectives. We prove that such objectives can be chosen so that rational agents have a unique optimal proto…

Mathematical optimizationMechanism designDynamic agentsComputer sciencemedia_common.quotation_subjectDistributed computingmechanismcontainment controlRational agentStationary consensus protocolsNetwork topologyTopologyUniform consensusComputer Science::Multiagent SystemsSwitching topologiesComputer Science::Systems and ControlDynamic agents; Protocol design; Stationary consensus protocols; Switching topologiesSettore MAT/09 - Ricerca OperativaFunction (engineering)Protocol designProtocol (object-oriented programming)Game theoryMulti agent systemsmedia_common
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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
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