Abstract

We consider control strategies for large-scale interacting agent systems under uncertainty. The particular focus is on the design of robust controls that allow to bound the variance of the controlled system over time. To this end we consider H∞\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$${\\mathcal {H}}_\\infty $$\\end{document} control strategies on the agent and mean field description of the system. We show a bound on the H∞\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$${\\mathcal {H}}_\\infty $$\\end{document} norm for a stabilizing controller independent on the number of agents. Furthermore, we compare the new control with existing approaches to treat uncertainty by generalized polynomial chaos expansion. Numerical results are presented for one-dimensional and two-dimensional agent systems.

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