TY - GEN

T1 - Performance evaluation of a multi-agent risk-sensitive tracking system

AU - Le Ny, Jerome

AU - Feron, Eric

N1 - Generated from Scopus record by KAUST IRTS on 2021-02-18

PY - 2007/12/1

Y1 - 2007/12/1

N2 - 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.

AB - 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.

UR - http://ieeexplore.ieee.org/document/4434886/

UR - http://www.scopus.com/inward/record.url?scp=62749100606&partnerID=8YFLogxK

U2 - 10.1109/CDC.2007.4434886

DO - 10.1109/CDC.2007.4434886

M3 - Conference contribution

SN - 1424414989

SP - 2464

EP - 2469

BT - Proceedings of the IEEE Conference on Decision and Control

ER -