Centralized Versus Decentralized Optimization of Distributed Stochastic Differential Decision Systems With Different Information Structures-Part I: A General Theory

DOI10.1109/TAC.2016.2575818zbMATH Open1366.93700MaRDI QIDQ5282369FDOQ5282369

Authors: Charalambos D. Charalambous, N. U. Ahmed 

Publication date: 27 July 2017

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

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Optimal stochastic control (93E20)

Cited In (7)

• Decentralized social-optimal solution of finite number of average field linear quadratic control
• A review of decentralized optimization focused on information flows of decomposition algorithms
• Mean field stochastic linear quadratic games for continuum-parameterized multi-agent systems
• A universal dynamic program and refined existence results for decentralized stochastic control
• Optimal Control and Signaling Strategies of Control-Coding Capacity of General Decision Models: Applications to Gaussian Models and Decentralized Strategies
• Geometry of information structures, strategic measures and associated stochastic control topologies
• Decentralized strategies for finite population linear-quadratic-Gaussian games and teams

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