Convex Analysis in Decentralized Stochastic Control, Strategic Measures, and Optimal Solutions
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Publication:2953322
DOI10.1137/15M1049129zbMath1352.93108arXiv1609.07685MaRDI QIDQ2953322
Publication date: 4 January 2017
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1609.07685
Decentralized systems (93A14) Optimal stochastic control (93E20) Stochastic systems in control theory (general) (93E03) Convexity of real functions of several variables, generalizations (26B25) Optimality conditions for problems involving randomness (49K45) Existence of optimal solutions to problems involving randomness (49J55)
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