Asymptotic solutions to weakly coupled stochastic teams with nonclassical information

DOI10.1109/9.121618zbMATH Open0761.93069OpenAlexW2159707469MaRDI QIDQ3989591FDOQ3989591

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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

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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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• 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
• Soft-constrained stochastic Nash 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
• Congestion control as a stochastic control problem with action delays
• Sequential decomposition and policy iteration schemes for \(M\)-player games with partial weak coupling
• A bound for a class of non-nested LQG team problems

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