Performance evaluation of a multi-agent risk-sensitive tracking system

Jerome Le Ny, Eric Feron

Research output: Chapter in Book/Report/Conference proceedingConference contribution

1 Scopus citations

Abstract

In this paper, we consider a simple linear exponential quadratic Gaussian (LEQG) tracking problem for a multiagent 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. © 2007 IEEE.
Original languageEnglish (US)
Title of host publicationProceedings of the IEEE Conference on Decision and Control
Pages2464-2469
Number of pages6
DOIs
StatePublished - Dec 1 2007
Externally publishedYes

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