Dynamic programming approach to decentralized stochastic control problems

DOI10.1109/TAC.1975.1101117MaRDI QIDQ4090218zbMATH OpenOpenAlexFDO

Authors Tsuneo Yoshikawa

Publication date 1975

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

Full work available at URL https://doi.org/10.1109/tac.1975.1101117

Mathematics Subject Classification ID

Stochastic systems and control (93E99) Hamilton-Jacobi theories (49L99) Markov and semi-Markov decision processes (90C40) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)

Cited in

(11)

• Separation of estimation and control for decentralized stochastic control systems
• Decentralized social-optimal solution of finite number of average field linear quadratic control
• Decentralized LQ control and stabilization for Itô systems
• Decentralized optimality conditions of stochastic differential decision problems via Girsanov's measure transformation
• Optimal decentralized state-feedback control with sparsity and delays
• A universal dynamic program and refined existence results for decentralized stochastic control
• Geometry of information structures, strategic measures and associated stochastic control topologies
• Control theory with information structures
• scientific article; zbMATH DE number 7625165 (Why is no real title available?)
• A multimodel approach to stochastic team problems
• Distributed infinite‐horizon optimal control of continuous‐time linear systems over network

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