| dc.contributor.author | Charalambous, Charalambos D. | en |
| dc.contributor.author | Ahmed, N. U. | en |
| dc.creator | Charalambous, Charalambos D. | en |
| dc.creator | Ahmed, N. U. | en |
| dc.date.accessioned | 2019-04-08T07:45:09Z | |
| dc.date.available | 2019-04-08T07:45:09Z | |
| dc.date.issued | 2014 | |
| dc.identifier.uri | http://gnosis.library.ucy.ac.cy/handle/7/43032 | |
| dc.description.abstract | In this paper we derive team and Person-by-Person (PbP) optimality conditions for Itô SDEs with nonclassical information structures. The optimality conditions are given in terms of a Hamiltonian System described by coupled backward and forward SDEs and conditional Hamiltonians, conditioned on the information structures, for regular (measurable functions) and relaxed strategies (conditional distributions). © 2014 IEEE. | en |
| dc.publisher | Institute of Electrical and Electronics Engineers Inc. | en |
| dc.source | Proceedings of the IEEE Conference on Decision and Control | en |
| dc.source | Proceedings of the IEEE Conference on Decision and Control | en |
| dc.source.uri | https://www.scopus.com/inward/record.uri?eid=2-s2.0-84988299659&doi=10.1109%2fCDC.2014.7039667&partnerID=40&md5=f5bf476bba2a80ab4c83cf337f6054a6 | |
| dc.title | Maximum principle for decentralized stochastic differential decision systems | en |
| dc.type | info:eu-repo/semantics/conferenceObject | |
| dc.identifier.doi | 10.1109/CDC.2014.7039667 | |
| dc.description.volume | 2015-February | en |
| dc.description.startingpage | 1846 | |
| dc.description.endingpage | 1851 | |
| dc.author.faculty | Πολυτεχνική Σχολή / Faculty of Engineering | |
| dc.author.department | Τμήμα Ηλεκτρολόγων Μηχανικών και Μηχανικών Υπολογιστών / Department of Electrical and Computer Engineering | |
| dc.type.uhtype | Conference Object | en |
| dc.contributor.orcid | Charalambous, Charalambos D. [0000-0002-2168-0231] | |
| dc.gnosis.orcid | 0000-0002-2168-0231 | |
