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

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(9)

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