Team theory and information structures of stochastic dynamic decentralized decision

DOI10.1007/978-3-319-10407-2_19MaRDI QIDQ4560602zbMATH OpenOpenAlexFDO

Authors Charalambos D. Charalambous, N. U. Ahmed

Publication date 12 December 2018

Published in Coordination Control of Distributed Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-10407-2_19

zbMATH Keywords

optimality conditionsbackwards stochastic differential equationsHamiltonian functionalsdynamic team theorynonclassical information structureGirsanov's measure transformationstatic team theorystochastic dynamic decision system

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Optimality conditions and duality in mathematical programming (90C46) Stochastic systems in control theory (general) (93E03)

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Cites work

• scientific article; zbMATH DE number 3399008 (Why is no real title available?)
• A Counterexample in Stochastic Optimum Control
• Decentralized Stochastic Control with Partial History Sharing: A Common Information Approach
• Equivalent stochastic control problems
• Existence of Optimal Stochastic Control Laws
• On Nash equilibrium solutions in stochastic dynamic games
• Static team problems--Part I: Sufficient conditions and the exponential cost criterion
• Stochastic minimum principle for partially observed systems subject to continuous and jump diffusion processes and driven by relaxed controls

Cited in

(7)

• Stochastic teams with nonclassical information revisited: When is an affine law optimal?
• Isomorphism Properties of Optimality and Equilibrium Solutions Under Equivalent Information Structure Transformations: Stochastic Dynamic Games and Teams
• scientific article; zbMATH DE number 1946845 (Why is no real title available?)
• What is team theory?
• Decentralized optimality conditions of stochastic differential decision problems via Girsanov's measure transformation
• An algorithmic approach to identify irrelevant information in sequential teams
• Team optimal decentralized estimation by multiple agents with asymmetric information

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