Decentralized multicriteria optimization of linear stochastic systems

DOI10.1109/TAC.1978.1101727MaRDI QIDQ4187689zbMATH OpenOpenAlexFDO

Authors Tamer Başar

Publication date 1978

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tac.1978.1101727

zbMATH Keywords

Decentralizedd Multicriteria OptimizationDecision-Theoretic ApproachGaussian DistributionsLinear Stochastic SystemsNoncooperative Equilibrium SolutionQuasiclassical Information Patterns

Mathematics Subject Classification ID

Noncooperative games (91A10) Optimal stochastic control (93E20)

Cited in

(13)

• A multi-parametric programming approach for multilevel hierarchical and decentralised optimisation problems
• Optimal research for Cournot oligopolists
• Relaxation techniques and asynchronous algorithms for on-line computation of non-cooperative equilibria
• A multimodel approach to stochastic team problems
• Information disaggregation and incentives for non-collusive information sharing
• Robust designs through risk sensitivity: an overview
• Lagrangean relaxation-based algorithm for bi-level problems
• Stochastic Differential Games and Intricacy of Information Structures
• Isomorphism Properties of Optimality and Equilibrium Solutions Under Equivalent Information Structure Transformations: Stochastic Dynamic Games and Teams
• Partially observed discrete-time risk-sensitive mean field games
• Subgame consistent cooperative solution of dynamic games with random horizon
• Incentive designs for Stackelberg games with a large number of followers and their mean-field limits
• Informational uniqueness of closed-loop Nash equilibria for a class of nonstandard dynamic games

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