Isomorphism Properties of Optimality and Equilibrium Solutions Under Equivalent Information Structure Transformations: Stochastic Dynamic Games and Teams (Q6057798): Difference between revisions

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scientific article; zbMATH DE number 7755483

Language	Label	Description	Also known as
English	Isomorphism Properties of Optimality and Equilibrium Solutions Under Equivalent Information Structure Transformations: Stochastic Dynamic Games and Teams	scientific article; zbMATH DE number 7755483

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scholarly article

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title

Isomorphism Properties of Optimality and Equilibrium Solutions Under Equivalent Information Structure Transformations: Stochastic Dynamic Games and Teams (English)

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SIAM Journal on Control and Optimization

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publication date

26 October 2023

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full work available at URL

https://arxiv.org/abs/2104.06406

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zbMATH Keywords

dynamic games

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dynamic teams

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static reduction

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information structure

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MaRDI profile type

Publication

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cites work

Counterexample in linear-quadratic games: Existence of nonlinear Nash solutions

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Two general properties of the saddle-point solutions of dynamic games

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Decentralized multicriteria optimization of linear stochastic systems

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Q4226167

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Properties of Nash solutions of a two-stage nonzero-sum game

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Generalized Equilibrium Results for Games with Incomplete Information

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On the saddle-point solution of a class of stochastic differential games

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Informational uniqueness of closed-loop Nash equilibria for a class of nonstandard dynamic games

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Existence of Optimal Stochastic Control Laws

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Partially Observed Diffusions and Their Control

0 references

Average Cost Dynamic Programming Equations For Controlled Markov Chains With Partial Observations

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Dynamic Programming for Ergodic Control of Markov Chains under Partial Observations: A Correction

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Probabilistic Theory of Mean Field Games with Applications I

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Mean field games and systemic risk

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Mutually Quadratically Invariant Information Structures in Two-Team Stochastic Dynamic Games

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Large population games with interactions through controls and common noise: convergence results and equivalence between open-loop and closed-loop controls

0 references

Probability

0 references

On the connection between symmetric \(N\)-player games and mean field games

0 references

Optimal Control for Partially Observed Diffusions

0 references

Open-loop and closed-loop equilibria in dynamic games with many players

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On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures

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Team decision theory and information structures in optimal control problems--Part I

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On the equivalence of information structures in static and dynamic teams

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Comparison of Information Structures for Zero-Sum Games and a Partial Converse to Blackwell Ordering in Standard Borel Spaces

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Static team problems--Part I: Sufficient conditions and the exponential cost criterion

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On the convergence of closed-loop Nash equilibria to the mean field game limit

0 references

Finite Model Approximations and Asymptotic Optimality of Quantized Policies in Decentralized Stochastic Control

0 references

On open-loop and closed-loop nash strategies

0 references

Optimal Policies for Convex Symmetric Stochastic Dynamic Teams and their Mean-Field Limit

0 references

On the relations between the values of a game and its information structure

0 references

Q4066872

0 references

Q4087055

0 references

Equivalent stochastic control problems

0 references

A Universal Dynamic Program and Refined Existence Results for Decentralized Stochastic Control

0 references

Stochastic networked control systems. Stabilization and optimization under information constraints

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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6057798

@@ Property / cites work @@
+Counterexample in linear-quadratic games: Existence of nonlinear Nash solutions
+Normal rank
@@ Property / cites work @@
+Two general properties of the saddle-point solutions of dynamic games
+Normal rank
@@ Property / cites work @@
+Decentralized multicriteria optimization of linear stochastic systems
+Normal rank
@@ Property / cites work @@
+Q4226167
@@ Property / cites work: Q4226167 / rank @@
+Normal rank
@@ Property / cites work @@
+Properties of Nash solutions of a two-stage nonzero-sum game
+Normal rank
@@ Property / cites work @@
+Generalized Equilibrium Results for Games with Incomplete Information
+Normal rank
@@ Property / cites work @@
+On the saddle-point solution of a class of stochastic differential games
+Normal rank
@@ Property / cites work @@
+Informational uniqueness of closed-loop Nash equilibria for a class of nonstandard dynamic games
+Normal rank
@@ Property / cites work @@
+Existence of Optimal Stochastic Control Laws
@@ Property / cites work: Existence of Optimal Stochastic Control Laws / rank @@
+Normal rank
@@ Property / cites work @@
+Partially Observed Diffusions and Their Control
@@ Property / cites work: Partially Observed Diffusions and Their Control / rank @@
+Normal rank
@@ Property / cites work @@
+Average Cost Dynamic Programming Equations For Controlled Markov Chains With Partial Observations
+Normal rank
@@ Property / cites work @@
+Dynamic Programming for Ergodic Control of Markov Chains under Partial Observations: A Correction
+Normal rank
@@ Property / cites work @@
+Probabilistic Theory of Mean Field Games with Applications I
+Normal rank
@@ Property / cites work @@
+Mean field games and systemic risk
@@ Property / cites work: Mean field games and systemic risk / rank @@
+Normal rank
@@ Property / cites work @@
+Mutually Quadratically Invariant Information Structures in Two-Team Stochastic Dynamic Games
+Normal rank
@@ Property / cites work @@
+Large population games with interactions through controls and common noise: convergence results and equivalence between open-loop and closed-loop controls
+Normal rank
@@ Property / cites work @@
+Probability
@@ Property / cites work: Probability / rank @@
+Normal rank
@@ Property / cites work @@
+On the connection between symmetric \(N\)-player games and mean field games
+Normal rank
@@ Property / cites work @@
+Optimal Control for Partially Observed Diffusions
@@ Property / cites work: Optimal Control for Partially Observed Diffusions / rank @@
+Normal rank
@@ Property / cites work @@
+Open-loop and closed-loop equilibria in dynamic games with many players
+Normal rank
@@ Property / cites work @@
+On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures
+Normal rank
@@ Property / cites work @@
+Team decision theory and information structures in optimal control problems--Part I
+Normal rank
@@ Property / cites work @@
+On the equivalence of information structures in static and dynamic teams
+Normal rank
@@ Property / cites work @@
+Comparison of Information Structures for Zero-Sum Games and a Partial Converse to Blackwell Ordering in Standard Borel Spaces
+Normal rank
@@ Property / cites work @@
+Static team problems--Part I: Sufficient conditions and the exponential cost criterion
+Normal rank
@@ Property / cites work @@
+On the convergence of closed-loop Nash equilibria to the mean field game limit
+Normal rank
@@ Property / cites work @@
+Finite Model Approximations and Asymptotic Optimality of Quantized Policies in Decentralized Stochastic Control
+Normal rank
@@ Property / cites work @@
+On open-loop and closed-loop nash strategies
@@ Property / cites work: On open-loop and closed-loop nash strategies / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Policies for Convex Symmetric Stochastic Dynamic Teams and their Mean-Field Limit
+Normal rank
@@ Property / cites work @@
+On the relations between the values of a game and its information structure
+Normal rank
@@ Property / cites work @@
+Q4066872
@@ Property / cites work: Q4066872 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4087055
@@ Property / cites work: Q4087055 / rank @@
+Normal rank
@@ Property / cites work @@
+Equivalent stochastic control problems
@@ Property / cites work: Equivalent stochastic control problems / rank @@
+Normal rank
@@ Property / cites work @@
+A Universal Dynamic Program and Refined Existence Results for Decentralized Stochastic Control
+Normal rank
@@ Property / cites work @@
+Stochastic networked control systems. Stabilization and optimization under information constraints
+Normal rank