On the Ergodic Control of Ensembles in the Presence of Non-linear Filters
Vyacheslav Kungurtsev, Jakub Marecek, Ramen Ghosh, Robert N., Shorten

TL;DR
This paper extends ergodic control guarantees from linear to non-linear systems, enabling better regulation of agent ensembles in economic and sharing applications with complex filtering mechanisms.
Contribution
It introduces new theoretical guarantees for ergodic control in systems with non-linear filters, broadening the scope of previous linear-based results.
Findings
Guarantees of unique ergodicity for non-linear filter systems
Extension of control methods to non-linear ensemble systems
Enhanced regulation in sharing-economy applications
Abstract
In many sharing-economy applications, as well as in conventional economy applications, one wishes to regulate the behaviour of an ensemble of agents with guarantees on both the regulation of the ensemble in aggregate and the revenue or quality of service associated with each agent. Previous work [Automatica, Volume 108, 108483, arXiv:1807.03256 ] has developed guarantees of unique ergodicity when there are linear filters. Here, we extend the guarantees to systems including non-linear elements, such as non-linear filters.
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Taxonomy
TopicsEconomic theories and models · Game Theory and Applications · Complex Systems and Time Series Analysis
