On stochastic incentive control problems with partial dynamic information

DOI10.1016/0167-6911(85)90057-XzbMath0568.93057OpenAlexW2174047771MaRDI QIDQ1061078

Derya H. Cansever, Tamer Başar

Publication date: 1985

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

Full work available at URL: https://doi.org/10.1016/0167-6911(85)90057-x

zbMATH Keywords

stochastic informationleaderfollowerincentive problemmultiperson decision making

Mathematics Subject Classification ID

Noncooperative games (91A10) Management decision making, including multiple objectives (90B50) Hierarchical systems (93A13) Optimal stochastic control (93E20) Probabilistic games; gambling (91A60)

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Cites Work

• Optimal and near-optimal incentive strategies in the hierarchical control of Markov chains
• Optimum/near-optimum incentive policies for stochastic decision problems involving parametric uncertainty
• Performance bounds for hierarchical systems under partial dynamic information
• Incentive problems: A class of stochastic Stackelberg closed-loop dynamic games
• Affine Incentive Schemes for Stochastic Systems with Dynamic Information

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