标题：Social Optima in Mean Field LQ Control with Local Disturbance
作者：Yu, Xin ;Wang, Bingchang ;Pang, Dandan
作者机构：[Yu, Xin ;Wang, Bingchang ] School of Control Science and Engineering, Shandong University, Jinan; 250061, China;[Pang, Dandan ] Dandan Pang Is with t 更多
会议名称：14th IEEE International Conference on Control and Automation, ICCA 2018
会议日期：12 June 2018 through 15 June 2018
来源：IEEE International Conference on Control and Automation, ICCA
摘要：This paper studies social optima in mean field LQ (linear-quadratic) control with local disturbance. The objective of each agent is to optimize the common social cost, which involves a negative quadratic term as the penalty for disturbance. We first consider the centralized strategies using personby-person optimality and then construct an auxiliary optimal control problem with mean field approximation. By solving this auxiliary problem, we design the decentralized strategies, which are further shown to have asymptotic robust social optimality. © 2018 IEEE.