Controllability of Nash Equilibrium in Game-Based Control Systems

摘要

Controlling complex systems to desired states is of primary importance in science and engineering. In the classical control framework, the plants to be controlled usually do not have their own payoff or objective functions; however, this is not the case in many practical situations in, for examples, social, economic, and "intelligent" engineering systems. This motivates our introduction of the game-based control system (GBCS), which has a hierarchical decision-making structure: one regulator and multiple agents. The regulator is regarded as the global controller that makes decision first, and then, the agents try to optimize their respective objective functions to reach a possible Nash equilibrium as a result of noncooperative dynamic game. A fundamental issue in the GBCS is: Is it possible for the regulator to change the macrostates by regulating the Nash equilibrium formed by the agents at the lower level? This leads to the investigation of controllability of the Nash equilibrium of the GBCS. In this paper, we will first formulate this new problem in a general nonlinear framework and then focus on linear systems. Some explicit necessary and sufficient algebraic conditions on the controllability of the Nash equilibrium are given for a linear GBCS, by solving the controllability problem of the associated forward and backward dynamic equations, which is a key technical issue and has rarely been explored in the literature.