Nash Equilibria for Large-Population Linear Stochastic Systems of Weakly Coupled Agents

Author:

Huang Minyi,Malhamé Roland P.,Caines Peter E.

Publisher

Springer-Verlag

Reference28 articles.

1. Altman, E., Basar, T., and Srikant, R. (2002). Nash equilibria for combined flow control and routing in networks: Asymptotic behavior for a large number of users. IEEE Transactions on Automatic Control, 47:917–930.

2. Aubin, J.-P. (1998). Optima and Equilibria: An Introduction to Nonlinear Analysis, 2nd ed., Springer, Berlin.

3. Baccelli, F., Hong, D., and Z. Liu. (2001). Fixed point methods for the simulation of the sharing of a local loop by a large number of interacting TCP connections. INRIA Technical Report no. 4154, France.

4. Bensoussan, A. (1988). Perturbation Methods in Optimal Control. Wiley, New York.

5. Bensoussan, A. (1992). Stochastic Control of Partially Observable Systems. Cambridge University Press, Cambridge.

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