Dynamic programming approach to decentralized stochastic control problems

DOI10.1109/TAC.1975.1101117zbMath0325.93039OpenAlexW2153724025MaRDI QIDQ4090218

Tsuneo Yoshikawa

Publication date: 1975

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.1975.1101117

Mathematics Subject Classification ID

Stochastic systems and control (93E99) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40) Hamilton-Jacobi theories (49L99)

Related Items

Decentralized optimality conditions of stochastic differential decision problems via Girsanov's measure transformation, Control Theory with Information Structures, Geometry of information structures, strategic measures and associated stochastic control topologies, Distributed infinite‐horizon optimal control of continuous‐time linear systems over network, Optimal decentralized state-feedback control with sparsity and delays, A Universal Dynamic Program and Refined Existence Results for Decentralized Stochastic Control, A multimodel approach to stochastic team problems, Unnamed Item, Separation of estimation and control for decentralized stochastic control systems