This paper studies linear quadratic games with set up costs monotonic on the number of active players, namely, players whose action is non-zero. Such games arise naturally in joint replenishment inventory systems. Building upon a preliminary analysis of the properties of the best response strategies and Nash equilibria for the given game, the main contribution is the study of the same game under large population. Numerical illustrations are provided.
Bauso, D., Pesenti, R. (2011). Mean field linear quadratic games with set up costs. In International Conference on NETwork Games, Control and Optimization, NetGCooP 2011 (pp. 1-6).
Mean field linear quadratic games with set up costs
BAUSO, Dario;
2011-01-01
Abstract
This paper studies linear quadratic games with set up costs monotonic on the number of active players, namely, players whose action is non-zero. Such games arise naturally in joint replenishment inventory systems. Building upon a preliminary analysis of the properties of the best response strategies and Nash equilibria for the given game, the main contribution is the study of the same game under large population. Numerical illustrations are provided.
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