Team Theory and Information Structures of Stochastic Dynamic Decentralized Decision

DOI10.1007/978-3-319-10407-2_19zbMath1407.90198OpenAlexW2209959042MaRDI QIDQ4560602

Charalambos D. Charalambous, Nasir Uddin Ahmed

Publication date: 12 December 2018

Published in: Coordination Control of Distributed Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-10407-2_19

zbMATH Keywords

optimality conditionsbackwards stochastic differential equationsHamiltonian functionalsdynamic team theorynonclassical information structureGirsanov's measure transformationstatic team theorystochastic dynamic decision system

Mathematics Subject Classification ID

Optimality conditions and duality in mathematical programming (90C46) Management decision making, including multiple objectives (90B50) Stochastic systems in control theory (general) (93E03)

Cites Work

• Unnamed Item
• Equivalent stochastic control problems
• Stochastic Minimum Principle for Partially Observed Systems Subject to Continuous and Jump Diffusion Processes and Driven by Relaxed Controls
• On Nash equilibrium solutions in stochastic dynamic games
• Static team problems--Part I: Sufficient conditions and the exponential cost criterion
• Decentralized Stochastic Control with Partial History Sharing: A Common Information Approach
• A Counterexample in Stochastic Optimum Control
• Existence of Optimal Stochastic Control Laws

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