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- W4382888906 abstract "A mean-field game based on a static output feedback (SOF) strategy for delay stochastic systems is considered. First, after defining the stabilization problem for a single decision maker, the problem of minimizing the upper bound of the cost function is given via the cost guarantee cost control theory. For this problem, the KKT condition establishes a necessary condition that satisfies the suboptimality by using a stochastic large-scale matrix equations. Then, using the obtained preliminary results, we apply it to the Pareto optimal strategy, which is a cooperative game, for the mean-field stochastic system involving a large number of decision makers. The main contribution is to derive a design method for deriving a centralized strategy. To obtain the strategy set, the Newton's method is considered. Furthermore, a new decomposition algorithm is discussed to avoid the huge dimensional problem. Finally, a simple numerical example is performed to demonstrate the usefulness and effectiveness of the proposed set of strategies." @default.
- W4382888906 created "2023-07-03" @default.
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- W4382888906 date "2023-07-01" @default.
- W4382888906 modified "2023-10-17" @default.
- W4382888906 title "Mean-Field Games for Time-Delay Stochastic Systems via Static Output Feedback Strategy" @default.
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- W4382888906 doi "https://doi.org/10.1541/ieejeiss.143.649" @default.
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