Decentralized multicriteria optimization of linear stochastic systems

DOI10.1109/TAC.1978.1101727zbMath0402.93055OpenAlexW2004406458MaRDI QIDQ4187689

Tamer Başar

Publication date: 1978

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

Full work available at URL: https://doi.org/10.1109/tac.1978.1101727

zbMATH Keywords

Linear Stochastic SystemsGaussian DistributionsDecentralizedd Multicriteria OptimizationDecision-Theoretic ApproachNoncooperative Equilibrium SolutionQuasiclassical Information Patterns

Mathematics Subject Classification ID

Noncooperative games (91A10) Optimal stochastic control (93E20)

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Optimal research for Cournot oligopolists ⋮ Relaxation techniques and asynchronous algorithms for on-line computation of non-cooperative equilibria ⋮ Lagrangean relaxation-based algorithm for bi-level problems ⋮ Isomorphism Properties of Optimality and Equilibrium Solutions Under Equivalent Information Structure Transformations: Stochastic Dynamic Games and Teams ⋮ Partially observed discrete-time risk-sensitive mean field games ⋮ Subgame consistent cooperative solution of dynamic games with random horizon ⋮ A multimodel approach to stochastic team problems ⋮ Information disaggregation and incentives for non-collusive information sharing ⋮ Robust designs through risk sensitivity: an overview ⋮ A multi-parametric programming approach for multilevel hierarchical and decentralised optimisation problems ⋮ Stochastic Differential Games and Intricacy of Information Structures ⋮ Informational uniqueness of closed-loop Nash equilibria for a class of nonstandard dynamic games

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