Affine Incentive Schemes for Stochastic Systems with Dynamic Information

DOI10.1137/0322015zbMath0536.93047OpenAlexW1975978960MaRDI QIDQ3321948

Tamer Başar

Publication date: 1984

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0322015

zbMATH Keywords

decisionStackelberg solutionhierarchyprivate informationcommon informationincentive problemoptimal incentive strategymulti-person

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Hierarchical systems (93A13) Stochastic systems in control theory (general) (93E03) Inner product spaces and their generalizations, Hilbert spaces (46C99) Probabilistic games; gambling (91A60) Decision theory for games (91A35)

Related Items (7)

Dynamic contract design for systemic cyber risk management of interdependent enterprise networks ⋮ Incentive schemes using the follower's strategies in differential games ⋮ Incentive equilibrium strategies in dynamic games played over event trees ⋮ Three-level incentive schemes using follower's strategies in differential games ⋮ Adjustment of an affine contract with a fixed-point iteration ⋮ Incentive control of humanistic systems ⋮ On stochastic incentive control problems with partial dynamic information

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