Linear-quadratic mean-field-type difference games with coupled affine inequality constraints
Optimization and Control
2025-10-06 v4 Systems and Control
Systems and Control
Abstract
In this letter, we study a class of linear-quadratic mean-field-type difference games with coupled affine inequality constraints. We show that the mean-field-type equilibrium can be characterized by the existence of a multiplier process which satisfies some implicit complementarity conditions. Further, we show that the equilibrium strategies can be computed by reformulating these conditions as a single large-scale linear complementarity problem. We illustrate our results with an energy storage problem arising in the management of microgrids.
Cite
@article{arxiv.2303.07824,
title = {Linear-quadratic mean-field-type difference games with coupled affine inequality constraints},
author = {Partha Sarathi Mohapatra and Puduru Viswanadha Reddy},
journal= {arXiv preprint arXiv:2303.07824},
year = {2025}
}