Decentralized stochastic control

From MaRDI portal
Publication:333078

DOI10.1007/S10479-014-1652-0zbMATH Open1348.93281arXiv1310.4545OpenAlexW1982713086MaRDI QIDQ333078FDOQ333078


Authors: Aditya Mahajan, Mehnaz Mannan Edit this on Wikidata


Publication date: 9 November 2016

Published in: Annals of Operations Research (Search for Journal in Brave)

Abstract: Decentralized stochastic control refers to the multi-stage optimization of a dynamical system by multiple controllers that have access to different information. Decentralization of information gives rise to new conceptual challenges that require new solution approaches. In this expository paper, we use the notion of an emph{information-state} to explain the two commonly used solution approaches to decentralized control: the person-by-person approach and the common-information approach.


Full work available at URL: https://arxiv.org/abs/1310.4545




Recommendations




Cites Work


Cited In (22)





This page was built for publication: Decentralized stochastic control

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q333078)