Linear-quadratic mean-field-type difference games with coupled affine inequality constraints
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arXiv
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| Format: | Preprint |
| Published: |
2023
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| _version_ | 1866918153302310912 |
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| author | Mohapatra, Partha Sarathi Reddy, Puduru Viswanadha |
| author_facet | Mohapatra, Partha Sarathi Reddy, Puduru Viswanadha |
| contents | In this letter, we study a class of linear-quadratic mean-field-type difference games with coupled affine inequality constraints. We show that the mean-field-type equilibrium can be characterized by the existence of a multiplier process which satisfies some implicit complementarity conditions. Further, we show that the equilibrium strategies can be computed by reformulating these conditions as a single large-scale linear complementarity problem. We illustrate our results with an energy storage problem arising in the management of microgrids. |
| format | Preprint |
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arxiv_https___arxiv_org_abs_2303_07824 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | Linear-quadratic mean-field-type difference games with coupled affine inequality constraints Mohapatra, Partha Sarathi Reddy, Puduru Viswanadha Optimization and Control Systems and Control In this letter, we study a class of linear-quadratic mean-field-type difference games with coupled affine inequality constraints. We show that the mean-field-type equilibrium can be characterized by the existence of a multiplier process which satisfies some implicit complementarity conditions. Further, we show that the equilibrium strategies can be computed by reformulating these conditions as a single large-scale linear complementarity problem. We illustrate our results with an energy storage problem arising in the management of microgrids. |
| title | Linear-quadratic mean-field-type difference games with coupled affine inequality constraints |
| topic | Optimization and Control Systems and Control |
| url | https://arxiv.org/abs/2303.07824 |