Team theory and information structures of stochastic dynamic decentralized decision (Q4560602)

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scientific article; zbMATH DE number 6992555
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    Team theory and information structures of stochastic dynamic decentralized decision
    scientific article; zbMATH DE number 6992555

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      Team Theory and Information Structures of Stochastic Dynamic Decentralized Decision (English)
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      12 December 2018
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      static team theory
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      dynamic team theory
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      stochastic dynamic decision system
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      nonclassical information structure
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      Girsanov's measure transformation
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      optimality conditions
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      backwards stochastic differential equations
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      Hamiltonian functionals
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