Asymptotic solutions to weakly coupled stochastic teams with nonclassical information

DOI10.1109/9.121618MaRDI QIDQ3989591zbMATH OpenOpenAlexFDO

Authors

Publication date 28 June 1992

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/42fb8ce5ef10c86aa30ab9a15752a9037d67ab65

zbMATH Keywords

continuous-time stochastic systemfinite-dimensional linear controllerGauss-Seidel policy iterationweakly coupled team problems

Mathematics Subject Classification ID

Stochastic games, stochastic differential games (91A15) Stochastic systems in control theory (general) (93E03) Probabilistic games; gambling (91A60)

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(8)

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• Soft-constrained stochastic Nash games for weakly coupled large-scale systems
• Sequential decomposition and policy iteration schemes for \(M\)-player games with partial weak coupling
• Dynamic contract design for systemic cyber risk management of interdependent enterprise networks
• Numerical computation of sign-indefinite linear quadratic differential games for weakly coupled large-scale systems
• Regularized stochastic team problems
• Numerical solution of stochastic Nash games with state-dependent noise for weakly coupled large-scale systems

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