Abstract
Emulation, mimicry, and herding behaviors are phenomena that are observed when multiple social groups interact. To study such phenomena, we consider in this paper a large population of homogeneous social networks. Each such network is characterized by a vector state, a vector-valued controlled input, and a vector-valued exogenous disturbance. The controlled input of each network aims to align its state to the mean distribution of other networks' states in spite of the actions of the disturbance. One of the contributions of this paper is a detailed analysis of the resulting mean-field game for the cases of both polytopic and L2 bounds on controls and disturbances. A second contribution is the establishment of a robust mean-field equilibrium, that is, a solution including the worst-case value function, the state feedback best-responses for the controlled inputs and worst-case disturbances, and a density evolution. This solution is characterized by the property that no player can benefit from a unilateral deviation even in the presence of the disturbance. As a third contribution, microscopic and macroscopic analyses are carried out to show convergence properties of the population distribution using stochastic stability theory.
Original language | English (US) |
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Pages (from-to) | 3225-3257 |
Number of pages | 33 |
Journal | SIAM Journal on Control and Optimization |
Volume | 54 |
Issue number | 6 |
DOIs | |
State | Published - 2016 |
Keywords
- Mean-field games
- Opinion dynamics
- Stochastic stability
ASJC Scopus subject areas
- Control and Optimization
- Applied Mathematics