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∞-optimal control, establish existence of a mean-field equilibrium, and analyze its stochastic stability.
Tembine, H., Bauso, D., Basar, T. (2013). Robust linear quadratic mean-field games in crowd-seeking social networks. In 52nd IEEE Conference on Decision and Control (pp. 3134-3139).
Robust linear quadratic mean-field games in crowd-seeking social networks
BAUSO, Dario;
2013-01-01
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∞-optimal control, establish existence of a mean-field equilibrium, and analyze its stochastic stability.
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