Social dynamics in mean field LQG control: Egoistic and altruistic agents

摘要

We study mean field LQG problems with cost coupling. The cost of each agent is a convex combination of its own cost and the social cost, where the weight assigned to the latter reflects the willingness of the agent in question to contribute to the social objective. We use the Nash Certainty Equivalence (NCE) approach to construct a set of decentralized strategies for the agents. Also, we examine the impact of the interaction strength and the cooperation willingness of the agents on the formation of a stable mean field behavior.