Abstract:
In this paper, we consider a simple linear exponential quadratic Gaussian (LEQG) tracking problem for a multi- agent system. We study the dynamical behaviors of the group...Show MoreMetadata
Abstract:
In this paper, we consider a simple linear exponential quadratic Gaussian (LEQG) tracking problem for a multi- agent system. We study the dynamical behaviors of the group as we vary the risk-sensitivity parameter, comparing in particular the risk averse case to the LQG case. Then we consider the evolution of the performance per agent as the number of agents in the system increases. We provide some analytical as well as simulation results. In general, more agents are beneficial only if noisy agent dynamics and/or imperfect measurements are considered. The critical value of the risk sensitivity parameter above which the cost becomes infinite increases with the number of agents. In other words, for a fixed positive value of this parameter, there is a minimum number of agents above which the cost remains finite.
Published in: 2007 46th IEEE Conference on Decision and Control
Date of Conference: 12-14 December 2007
Date Added to IEEE Xplore: 21 January 2008
ISBN Information:
Print ISSN: 0191-2216