Decentralized optimality conditions of stochastic differential decision problems via Girsanov's measure transformation
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Publication:329094
DOI10.1007/s00498-016-0168-3zbMath1346.93395OpenAlexW2466835432MaRDI QIDQ329094
Publication date: 21 October 2016
Published in: MCSS. Mathematics of Control, Signals, and Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00498-016-0168-3
maximum principlestochastic differential equationssufficient conditionsdecentralized conditionsteam theory
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Decentralized systems (93A14) Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45)
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