Browsing by Subject "Information structures"
Now showing items 1-8 of 8
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Article
Decentralized optimality conditions of stochastic differential decision problems via Girsanov’s measure transformation
(2016)In this paper, we apply two methods to derive necessary and sufficient decentralized optimality conditions for stochastic differential decision problems with multiple Decision Makers (DMs), which aim at optimizing a common ...
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Conference Object
Dynamic team optimality conditions of distributed stochastic differential decision systems with decentralized noisy information structures
(Institute of Electrical and Electronics Engineers Inc., 2013)We derive team and Person-by-Person (PbP) optimality conditions using the stochastic Pontryagin's maximum principle, for distributed stochastic differential decision systems with decentralized noisy information structures. ...
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Article
Information Structures for Feedback Capacity of Channels with Memory and Transmission Cost: Stochastic Optimal Control & Variational Equalities
(2017)The Finite Transmission Feedback Information (FTFI) capacity is characterized for any class of channel conditional distributions PBi|Bi-1, Ai and P Bi|Bi-1 i-M, Ai, where M is the memory of the channel, Bi ? {B-1, B0,..., ...
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Conference Object
Information structures of capacity achieving distribution for channels with memory and feedback
(Institute of Electrical and Electronics Engineers Inc., 2016)The information structures of the optimal channel input distributions P[0,n] t {PAi|Ai-1,Bi-1 : i = 0,1.,n}, which correspond to the extremum problem of feedback capacity equation are identified, for any class of channel ...
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Conference Object
Sequential Necessary and Sufficient Conditions for optimal channel input distributions of channels with memory and feedback
(Institute of Electrical and Electronics Engineers Inc., 2016)We derive Sequential Necessary and Sufficient Conditions (SNSC) for any channel input distribution equation to maximize directed information for channel distributions of the form equation, where Xn t {X0., Xn} and Yn t ...
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Conference Object
Team optimality conditions of differential decision systems with nonclasssical information structures
(Institute of Electrical and Electronics Engineers Inc., 2014)We derive team optimality conditions for differential decision systems with nonclassical information structures. The necessary conditions of optimality are given in terms of Hamiltonian system of equations consisting of a ...
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Conference Object
Team optimality conditions of differential decision systems with nonclasssical information structures
(Institute of Electrical and Electronics Engineers Inc., 2014)We derive team optimality conditions for differential decision systems with nonclassical information structures. The necessary conditions of optimality are given in terms of Hamiltonian system of equations consisting of a ...
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Article
Team optimality conditions of distributed stochastic differential decision systems with decentralized noisy information structures
(2017)A team problem formulation of distributed stochastic differential systems with decentralized noisy information structures is considered, and a stochastic Pontryagin's maximum principle is applied to derive sufficient team ...