Team Theory and Information Structures of Stochastic Dynamic Decentralized Decision (Q4560602)
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scientific article; zbMATH DE number 6992555
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Team Theory and Information Structures of Stochastic Dynamic Decentralized Decision |
scientific article; zbMATH DE number 6992555 |
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Team Theory and Information Structures of Stochastic Dynamic Decentralized Decision (English)
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12 December 2018
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static team theory
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dynamic team theory
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stochastic dynamic decision system
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nonclassical information structure
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Girsanov's measure transformation
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optimality conditions
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backwards stochastic differential equations
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Hamiltonian functionals
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