Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | 문준 | - |
dc.date.accessioned | 2022-08-03T07:08:43Z | - |
dc.date.available | 2022-08-03T07:08:43Z | - |
dc.date.issued | 2020-10 | - |
dc.identifier.citation | AUTOMATICA, v. 120, article no. 109067, page. 1-10 | en_US |
dc.identifier.issn | 0005-1098 | - |
dc.identifier.issn | 1873-2836 | - |
dc.identifier.uri | https://www.sciencedirect.com/science/article/pii/S000510982030265X?via%3Dihub | - |
dc.identifier.uri | https://repository.hanyang.ac.kr/handle/20.500.11754/172065 | - |
dc.description.abstract | In this paper, we consider the two-player linear-quadratic mean field stochastic differential game (LQ-MF-SZSDG), where the expected values of state and players' control variables are included in the corresponding mean field stochastic system and the objective functional. We characterize the explicit condition under which the feedback saddle-point equilibrium for the LQ-MF-SZSDG exists. The results are obtained by using the "completion of squares" method and the "ordered interchangeability" property of multiple saddle points. We show that the corresponding saddle-point equilibrium is linear in state, which is characterized by the two coupled Riccati differential equations (CRDEs). We also discuss the solvability conditions of the CRDEs. Numerical results are presented to verify the theoretical results of the paper. | en_US |
dc.description.sponsorship | This research was supported in by the National Research Foundation of Korea (NRF) Grant funded by the Ministry of Science and ICT, South Korea (NRF-2017R1A5A1015311). The material in this paper was not presented at any conference. This paper was recommended for publication in revised form by Associate Editor Dario Bauso under the direction of Editor Ian R. Petersen. | en_US |
dc.language.iso | en | en_US |
dc.publisher | PERGAMON-ELSEVIER SCIENCE LTD | en_US |
dc.subject | Mean field stochastic differential equations | en_US |
dc.subject | Stochastic zero-sum differential games | en_US |
dc.subject | Saddle-point equilibrium | en_US |
dc.subject | Riccati differential equations | en_US |
dc.title | Linear-quadratic mean field stochastic zero-sum differential games | en_US |
dc.type | Article | en_US |
dc.relation.volume | 120 | - |
dc.identifier.doi | 10.1016/j.automatica.2020.109067 | - |
dc.relation.page | 1-10 | - |
dc.relation.journal | AUTOMATICA | - |
dc.contributor.googleauthor | Moon, Jun | - |
dc.relation.code | 2020050667 | - |
dc.sector.campus | S | - |
dc.sector.daehak | COLLEGE OF ENGINEERING[S] | - |
dc.sector.department | SCHOOL OF ELECTRICAL AND BIOMEDICAL ENGINEERING | - |
dc.identifier.pid | junmoon | - |
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.