Decoupling non-sequential stochastic control problems

DOI10.1016/0167-6911(91)90031-9MaRDI QIDQ810472zbMATH OpenOpenAlexFDO

Authors Mark S. Andersland

Publication date 1991

Published in Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-6911(91)90031-9

zbMATH Keywords

stochastic control problemsequentialWitsenhausen's intrinsic model

Mathematics Subject Classification ID

Probabilistic games; gambling (91A60)

Recommendations

• Sequential convex programming for non-linear stochastic optimal control
• Nonconvexities in Stochastic Control Models
• Decomposition of large-scale stochastic optimal control problems
• scientific article; zbMATH DE number 4085566
• scientific article; zbMATH DE number 970027
• Non-compact-valued stochastic control under state constraints
• Stochastic control in non‐ homogeneous markov systems
• Deterministic Approximation for Stochastic Control Problems
• scientific article; zbMATH DE number 440540

Cites work

• scientific article; zbMATH DE number 3778409 (Why is no real title available?)
• scientific article; zbMATH DE number 3506552 (Why is no real title available?)
• A standard form for sequential stochastic control
• Equivalent stochastic control problems
• Information Structures, Causality, and Nonsequential Stochastic Control I: Design-Independent Properties
• On Information Structures, Feedback and Causality

Cited in

(3)

• Dynamic sequential team multi-hypothesis testing under uniformly distributed nonstationary observations
• Information Structures, Causality, and Nonsequential Stochastic Control I: Design-Independent Properties
• Sequential stochastic control (single or multi-agent) problems nearly admit change of measures with independent measurement

This page was built for publication: Decoupling non-sequential stochastic control problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q810472)