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

DOI10.1109/TAC.2016.2575818MaRDI QIDQ5282369zbMATH OpenFDO

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

This page was built for publication: Centralized Versus Decentralized Optimization of Distributed Stochastic Differential Decision Systems With Different Information Structures-Part I: A General Theory

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5282369)