This paper studies linear quadratic games with set up costs monotonic on the number of active players, namely, players whose action is non-null. 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. We also analyze the influence of an additional disturbance in the spirit of the literature on H∞ control. Numerical illustrations are provided.

Bauso, D., Pesenti, R. (2013). Mean Field Linear Quadratic Games with Set Up Costs. DYNAMIC GAMES AND APPLICATIONS, 3 [http://link.springer.com/article/10.1007%2Fs13235-012-0069-0#].

Mean Field Linear Quadratic Games with Set Up Costs

BAUSO, Dario;
2013-01-01

Abstract

This paper studies linear quadratic games with set up costs monotonic on the number of active players, namely, players whose action is non-null. 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. We also analyze the influence of an additional disturbance in the spirit of the literature on H∞ control. Numerical illustrations are provided.
2013
Bauso, D., Pesenti, R. (2013). Mean Field Linear Quadratic Games with Set Up Costs. DYNAMIC GAMES AND APPLICATIONS, 3 [http://link.springer.com/article/10.1007%2Fs13235-012-0069-0#].
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10447/78395
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