Team theory and information structures of stochastic dynamic decentralized decision
DOI10.1007/978-3-319-10407-2_19zbMATH Open1407.90198OpenAlexW2209959042MaRDI QIDQ4560602FDOQ4560602
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
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- scientific article; zbMATH DE number 4145703
optimality conditionsbackwards stochastic differential equationsHamiltonian functionalsdynamic team theorynonclassical information structureGirsanov's measure transformationstatic team theorystochastic dynamic decision system
Management decision making, including multiple objectives (90B50) Optimality conditions and duality in mathematical programming (90C46) Stochastic systems in control theory (general) (93E03)
Cites Work
- Static team problems--Part I: Sufficient conditions and the exponential cost criterion
- Title not available (Why is that?)
- A Counterexample in Stochastic Optimum Control
- Equivalent stochastic control problems
- Stochastic minimum principle for partially observed systems subject to continuous and jump diffusion processes and driven by relaxed controls
- On Nash equilibrium solutions in stochastic dynamic games
- Decentralized Stochastic Control with Partial History Sharing: A Common Information Approach
- Existence of Optimal Stochastic Control Laws
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
- Title not available (Why is that?)
- 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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