Browsing by Author "Ahmed, Nasir U."
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Centralized Versus Decentralized Optimization of Distributed Stochastic Differential Decision Systems With Different Information Structures—Part II: Applications
Charalambous, Charalambos D.; Ahmed, Nasir U. (2018)In this second part of the two-part paper, a stochastic maximum principle, conditional Hamiltonians, and the coupled backward-forward stochastic differential equations of the first part [1] are employed to derive decentralized ...