论文标题

无限地平线LQG-GMFG中的固定成本节点

Stationary Cost Nodes in Infinite Horizon LQG-GMFGs

论文作者

Tchuendom, Rinel Foguen, Gao, Shuang, Caines, Peter E.

论文摘要

在Caines and Huang(2018)引入的密集的无限图(或网络)上,对无限层线性二次高斯(LQG)平均野外游戏进行了分析。对于一类LQG-GMFG,在无限图的节点上为无限的地平线nash值得出了分析表达式。此外,在网络和初始种群的特定条件下,这表明具有严格局部最大无限网络程度的节点也是均衡时局部最低成本的节点。

An analysis of infinite horizon linear quadratic Gaussian (LQG) Mean Field Games is given within the general framework of Graphon Mean Field Games (GMFG) on dense infinite graphs (or networks) introduced in Caines and Huang (2018). For a class of LQG-GMFGs, analytical expressions are derived for the infinite horizon Nash values at the nodes of the infinite graph. Furthermore, under specific conditions on the network and the initial population means, it is shown that the nodes with strict local maximal infinite network degree are also nodes with strict local minimal cost at equilibrium.

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