Decentralized optimality conditions of stochastic differential decision problems via Girsanov's measure transformation
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Publication:329094
DOI10.1007/S00498-016-0168-3zbMATH Open1346.93395OpenAlexW2466835432MaRDI QIDQ329094FDOQ329094
Authors: Charalambos D. Charalambous 
Publication date: 21 October 2016
Published in: MCSS. Mathematics of Control, Signals, and Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00498-016-0168-3
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Cited In (9)
- Stochastic differential games: the potential approach
- A universal dynamic program and refined existence results for decentralized stochastic control
- Zero-sum games involving teams against teams: existence of equilibria, and comparison and regularity in information
- Geometry of information structures, strategic measures and associated stochastic control topologies
- Robust decentralized control of coupled systems via risk sensitive control of decoupled or simple models with measure change
- Potential differential games
- Convex Analysis in Decentralized Stochastic Control, Strategic Measures, and Optimal Solutions
- Team theory and information structures of stochastic dynamic decentralized decision
- Sequential stochastic control (single or multi-agent) problems nearly admit change of measures with independent measurement
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