Affine Incentive Schemes for Stochastic Systems with Dynamic Information
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Publication:3321948
DOI10.1137/0322015zbMath0536.93047OpenAlexW1975978960MaRDI QIDQ3321948
Publication date: 1984
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0322015
decisionStackelberg solutionhierarchyprivate informationcommon informationincentive problemoptimal incentive strategymulti-person
Management decision making, including multiple objectives (90B50) Hierarchical systems (93A13) Stochastic systems in control theory (general) (93E03) Inner product spaces and their generalizations, Hilbert spaces (46C99) Probabilistic games; gambling (91A60) Decision theory for games (91A35)
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