Robust linear quadratic mean-field games in crowd-seeking social networks
- Authors: Tembine, H.; Bauso, D.; Basar, T.
- Publication year: 2013
- Type: Contributo in atti di convegno pubblicato in volume
- OA Link: http://hdl.handle.net/10447/120202
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.