Browsing by Subject "Pontryagin's maximum principle"
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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
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 ...