Team optimization problems with Lipschitz continuous strategies

DOI10.1007/S11590-010-0213-YMaRDI QIDQ537649zbMATH OpenOpenAlexFDO

Authors Giorgio Gnecco, Marcello Sanguineti

Publication date 20 May 2011

Published in Optimization Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11590-010-0213-y

zbMATH Keywords

optimal production in a firmstatistical information structureteam utility functionvalue of a team

Mathematics Subject Classification ID

Stochastic programming (90C15)

Recommendations

• Smooth optimal decision strategies for static team optimization problems and their approximations
• Suboptimal solutions to team optimization problems with stochastic information structure
• On the existence of optimal policies for a class of static and sequential dynamic teams
• Existence of team-optimal solutions in static teams with common information: a topology of information approach
• A Class of Team Problems with Discrete Action Spaces: Optimality Conditions Based on Multimodularity

Cites work

• Accuracy of suboptimal solutions to kernel principal component analysis
• Convexity and optimization in \({\mathbb R^n}\)
• Equivalent stochastic control problems
• Functional optimal estimation problems and their solution by nonlinear approximation schemes
• scientific article; zbMATH DE number 439380 (Why is no real title available?)
• scientific article; zbMATH DE number 4049334 (Why is no real title available?)
• scientific article; zbMATH DE number 3539473 (Why is no real title available?)
• scientific article; zbMATH DE number 1022658 (Why is no real title available?)
• scientific article; zbMATH DE number 1392848 (Why is no real title available?)
• scientific article; zbMATH DE number 3399008 (Why is no real title available?)
• Lipschitz continuous dynamic programming with discount II
• Multiobjective optimization: a brief overview
• Optimization and nonsmooth analysis
• Real Analysis and Probability
• Smooth optimal decision strategies for static team optimization problems and their approximations
• Static team problems--Part I: Sufficient conditions and the exponential cost criterion
• The equivalence of team theory's integral equations and a Cauchy system: Sensitivity analysis of a variational problem

Cited in

(4)

• Suboptimal solutions to team optimization problems with stochastic information structure
• Smooth optimal decision strategies for static team optimization problems and their approximations
• A Class of Team Problems with Discrete Action Spaces: Optimality Conditions Based on Multimodularity
• New insights into Witsenhausen's counterexample

This page was built for publication: Team optimization problems with Lipschitz continuous strategies

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q537649)