Team optimality conditions of distributed stochastic differential decision systems with decentralized noisy information structures
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 | 2019-04-08T07:45:08Z | |
dc.date.available | 2019-04-08T07:45:08Z | |
dc.date.issued | 2017 | |
dc.identifier.uri | http://gnosis.library.ucy.ac.cy/handle/7/43029 | |
dc.description.abstract | 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 and person-by-person optimality conditions. The sufficient conditions are given in terms of local convexity conditions of the Hamiltonian, and the corresponding conditional variational equations. These appear to be analogous to the convexity of the pay-off, in the action spaces, of static team problems. The stochastic maximum principle is applied to several examples in filtering and control. © 1963-2012 IEEE. | en |
dc.source | IEEE Transactions on Automatic Control | en |
dc.source.uri | https://www.scopus.com/inward/record.uri?eid=2-s2.0-85011660183&doi=10.1109%2fTAC.2016.2577602&partnerID=40&md5=1d63747b76ea242ab706828fc4f512e4 | |
dc.subject | Stochastic systems | en |
dc.subject | Optimality | en |
dc.subject | Information structures | en |
dc.subject | Decentralized | en |
dc.subject | Maximum principle | en |
dc.subject | Stochastic maximum principles | en |
dc.subject | Stochastic differential system | en |
dc.subject | Distributed systems | en |
dc.subject | Pontryagin's maximum principle | en |
dc.subject | Stochastic maximum principle | en |
dc.subject | Team optimality | en |
dc.subject | Variational equations | en |
dc.title | Team optimality conditions of distributed stochastic differential decision systems with decentralized noisy information structures | en |
dc.type | info:eu-repo/semantics/article | |
dc.identifier.doi | 10.1109/TAC.2016.2577602 | |
dc.description.volume | 62 | |
dc.description.issue | 2 | |
dc.description.startingpage | 708 | |
dc.description.endingpage | 723 | |
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 | Article | en |
dc.source.abbreviation | IEEE Trans Autom Control | en |
dc.contributor.orcid | Charalambous, Charalambos D. [0000-0002-2168-0231] | |
dc.gnosis.orcid | 0000-0002-2168-0231 |
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