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This paper is concerned with two-person mean-field linear-quadratic non-zero sum stochastic differential games in an infinite horizon. Both open-loop and closed-loop Nash equilibria are introduced. The existence of an open-loop Nash equilibrium is characterized by the solvability of a system of mean-field forward-backward stochastic differential equations in an infinite horizon and the convexity of the cost functionals, and the closed-loop representation of an open-loop Nash equilibrium is given through the solution to a system of two coupled non-symmetric algebraic Riccati equations. The existence of a closed-loop Nash equilibrium is characterized by the solvability of a system of two coupled symmetric algebraic Riccati equations. Two-person mean-field linear-quadratic zero-sum stochastic differential games in an infinite horizon are also considered. Both the existence of open-loop and closed-loop saddle points are characterized by the solvability of a system of two coupled generalized algebraic Riccati equations with static stabilizing solutions. Mean-field linear-quadratic stochastic optimal control problems in an infinite horizon are discussed as well, for which it is proved that the open-loop solvability and closed-loop solvability are equivalent.
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This content will become publicly available on February 1, 2026
Distributed algorithms of stochastic games for robot systems in smart manufacturing
In this paper, we study the problem of distributed generalized stochastic Nash equilibrium seeking for robot systems over a connected undirected graph. We use the cost functions containing uncertainty to represent the system’s performance under varying conditions. To mitigate the challenges posed by this uncertainty, we employ the Tikhonov regularization scheme, which also helps us to relax the strongly monotone condition of the cost functions to the strictly monotone condition. We also consider the inequality constraints, which represent the feasible working space of robots. Additionally, auxiliary parameters are introduced in the control laws to facilitate seeing the variational generalized stochastic Nash equilibrium. The convergence of the proposed control laws is analyzed by using the operator splitting method. Finally, we demonstrate the effectiveness of the proposed algorithm through an example involving multiple robots connected through a communication network.
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- Award ID(s):
- 2243930
- PAR ID:
- 10626904
- Publisher / Repository:
- AIP Publishing
- Date Published:
- Journal Name:
- Chaos: An Interdisciplinary Journal of Nonlinear Science
- Volume:
- 35
- Issue:
- 2
- ISSN:
- 1054-1500
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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