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dc.contributor.authorCharalambous, Charalambos D.en
dc.creatorCharalambous, Charalambos D.en
dc.date.accessioned2019-04-08T07:45:06Z
dc.date.available2019-04-08T07:45:06Z
dc.date.issued2016
dc.identifier.isbn978-1-5090-1837-6
dc.identifier.urihttp://gnosis.library.ucy.ac.cy/handle/7/43013
dc.description.abstractIn this paper we derive necessary and sufficient Person by Person and Global (team) decentralized optimality conditions, for stochastic differential decision problems with multiple Decision Makers (DMs) or Agents aimed at optimizing a common pay-off. These consist of forward and backward stochastic differential equations, and a set of conditional variational Hamiltonians with respect to the information structures of the DMs. © 2016 IEEE.en
dc.publisherInstitute of Electrical and Electronics Engineers Inc.en
dc.source2016 IEEE 55th Conference on Decision and Control, CDC 2016en
dc.source2016 IEEE 55th Conference on Decision and Control, CDC 2016en
dc.source.urihttps://www.scopus.com/inward/record.uri?eid=2-s2.0-85010770306&doi=10.1109%2fCDC.2016.7799216&partnerID=40&md5=a14185391e5b914fba47199d109e9c4c
dc.titleDecentralized sufficient & necessary optimality conditions for cooperative stochastic differential decision problemsen
dc.typeinfo:eu-repo/semantics/conferenceObject
dc.identifier.doi10.1109/CDC.2016.7799216
dc.description.startingpage6161
dc.description.endingpage6166
dc.author.facultyΠολυτεχνική Σχολή / Faculty of Engineering
dc.author.departmentΤμήμα Ηλεκτρολόγων Μηχανικών και Μηχανικών Υπολογιστών / Department of Electrical and Computer Engineering
dc.type.uhtypeConference Objecten
dc.contributor.orcidCharalambous, Charalambos D. [0000-0002-2168-0231]
dc.gnosis.orcid0000-0002-2168-0231


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