IEEE Transactions on Automatic Control, Vol.59, No.8, 2241-2247, 2014
Hierarchical Mean Field Games for Multiagent Systems With Tracking-Type Costs: Distributed epsilon-Stackelberg Equilibria
In this technical note, hierarchical games are investigated for multi-agent systems involving a leader and a large number of followers with infinite horizon tracking-type costs. By jointly analyzing dynamic equations and index functions of all agents, a set of centralized Stackelberg equilibrium strategies is given. Then, by using the mean field approach and the brute force method, a set of distributed strategies is designed. Under mild conditions, it is shown that the closed-loop system is uniformly stable and the set of distributed strategies is an epsilon-Stackelberg equilibrium.
Keywords:Distributed strategy;mean field approach;multi-agent system;Stackelberg equilibrium;tracking control