Robust linear quadratic mean-field games in crowd-seeking social networks

by H. Tembine, D. Bauso, T. Basar

Conference Proceedings Year: 2013

Bibliography

H. Tembine, D. Bauso, T. Basar, Robust linear quadratic mean-field games in crowd-seeking social networks. Proceedings of the 52nd IEEE Conf. on Decision and Control, pp. 3134-3139, December 10-13, 2013, Firenze, Italy.

Abstract

We consider a social network where opinions evolve following a stochastic averaging process under the influence of adversarial disturbances. We provide a robust mean-field game model in the spirit of H_infty-optimal control, establish existence of a mean-field equilibrium, and analyze its stochastic stability.

ISSN:

978-1-4673-5716-6

Keywords

Crowd-seeking social networks robust mean-field games