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

DOI10.1109/TAC.2016.2575818zbMath1366.93700MaRDI QIDQ5282369

Nasir Uddin Ahmed, Charalambos D. Charalambous

Publication date: 27 July 2017

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

Mathematics Subject Classification ID

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

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