Equivalent stochastic control problems

DOI10.1007/BF02551232zbMath0659.93078OpenAlexW2029128915MaRDI QIDQ1112780

H. S. Witsenhausen

Publication date: 1988

Published in: MCSS. Mathematics of Control, Signals, and Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02551232

zbMATH Keywords

equivalencestochastic control problems

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)

Related Items (22)

Decentralized optimality conditions of stochastic differential decision problems via Girsanov's measure transformation ⋮ What Is Team Theory? ⋮ Team Theory and Information Structures of Stochastic Dynamic Decentralized Decision ⋮ Information Structures ⋮ Control Theory with Information Structures ⋮ Geometry of information structures, strategic measures and associated stochastic control topologies ⋮ Isomorphism Properties of Optimality and Equilibrium Solutions Under Equivalent Information Structure Transformations: Stochastic Dynamic Games and Teams ⋮ Convex Analysis in Decentralized Stochastic Control, Strategic Measures, and Optimal Solutions ⋮ Existence of Team-Optimal Solutions in Static Teams with Common Information: A Topology of Information Approach ⋮ Zero-sum games involving teams against teams: existence of equilibria, and comparison and regularity in information ⋮ An algorithmic approach to identify irrelevant information in sequential teams ⋮ Sequential stochastic control (single or multi-agent) problems nearly admit change of measures with independent measurement ⋮ A Universal Dynamic Program and Refined Existence Results for Decentralized Stochastic Control ⋮ Regularized stochastic team problems ⋮ Dynamic sequential team multi-hypothesis testing under uniformly distributed nonstationary observations ⋮ New insights into Witsenhausen's counterexample ⋮ Team optimization problems with Lipschitz continuous strategies ⋮ Rationally Inattentive Control of Markov Processes ⋮ Comparison of Information Structures for Zero-Sum Games and a Partial Converse to Blackwell Ordering in Standard Borel Spaces ⋮ On the Existence of Optimal Policies for a Class of Static and Sequential Dynamic Teams ⋮ Optimal Policies for Convex Symmetric Stochastic Dynamic Teams and their Mean-Field Limit ⋮ Decoupling non-sequential stochastic control problems

Cites Work

• Unnamed Item
• A simple bilinear optimization problem
• On the complexity of decentralized decision making and detection problems
• Another look at the nonclassical information structure problem
• Decomposition of dynamic team decision problems

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