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Linear-quadratic mean-field-type difference games with coupled affine inequality constraints
- Publication Year :
- 2023
-
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-filed-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.
Details
- Database :
- arXiv
- Publication Type :
- Report
- Accession number :
- edsarx.2303.07824
- Document Type :
- Working Paper