Discrete-time decentralized control using the risk-sensitive performance criterion in the large population regime: A mean field approach

Abstract

This paper considers a discrete-time decentralized control problem using the risk-sensitive cost function when there is a large number of agents. We solve this problem via mean field control theory. We first obtain an individual robust decentralized controller that is a function of the local state information and a bias term that is related to the mean… (More)
DOI: 10.1109/ACC.2015.7172082

1 Figure or Table

Topics

  • Presentations referencing similar topics