Nash Strategies and Adaptation for Decentralized Games Involving Weakly-coupled Agents

@article{Huang2005NashSA,
  title={Nash Strategies and Adaptation for Decentralized Games Involving Weakly-coupled Agents},
  author={Minyi Huang and R. Malhame and P. E. Caines},
  journal={Proceedings of the 44th IEEE Conference on Decision and Control},
  year={2005},
  pages={1050-1055}
}
We consider dynamic games in large population conditions where the agents evolve according to non-uniform dynamics and are weakly coupled via their individual dynamics and costs. A state aggregation technique is employed to obtain a set of decentralized control laws for the individuals which ensures closed-loop stability and possesses an é-Nash equilibrium property. We then propose a scheme for Nash strategy adaptation when the agents have unknown parameters. The issue of transient performance… CONTINUE READING

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Nash equilibria for large-population linear stochastic systems of weakly coupled agents

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