线性二次平均场 斯塔克尔伯格游戏:开放循环和反解决方案
IEEE transactions on cybernetics
|September 17, 2025
概括
本研究探讨了领导者跟随者平均场地游戏的开放循环和反策略. 这两种方法都产生了平衡解决方案,成本由里卡蒂方程确定,性能通过模拟进行比较.
科学领域:
- 游戏理论 游戏理论
- 随机微分方程 随机微分方程 随机微分方程
- 控制理论 控制理论
背景情况:
- 调查领导者-追随者线性二次平均场比赛.
- 专注于优化社会成本与合作的追随者.
研究的目的:
- 导出和比较开放循环和反控制策略.
- 为平均场游戏建立平衡条件.
主要方法:
- 变量分析和平均场近似.
- 平均场向前-向后随机微分方程 (FBSDE).
- 分散的反策略的矩阵最大原则.
主要成果:
- 获得开放循环控制作为MF-FBSDE的解决方案,形成一个非对称的Stackelberg团队平衡.
- 为所有参与者构建了分散的反策略.
- 通过解决两个里卡蒂方程,明确确定玩家成本.
结论:
- 开放循环和反策略都提供了有效的平衡解决方案.
- 数字模拟显示了两种解决方案类型之间的性能比较.
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