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 | 2019-04-08T07:45:09Z | |
dc.date.available | 2019-04-08T07:45:09Z | |
dc.date.issued | 2013 | |
dc.identifier.isbn | 978-1-4673-5717-3 | |
dc.identifier.uri | http://gnosis.library.ucy.ac.cy/handle/7/43033 | |
dc.description.abstract | 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. The optimality conditions are given by a Hamiltonian system consisting of forward and backward stochastic differential equations, and conditional Hamiltonians. We also show that, under global convexity conditions, PbP optimality implies team optimality. Finally, we apply the stochastic maximum principle to examples from communications, filtering and control. © 2013 IEEE. | en |
dc.publisher | Institute of Electrical and Electronics Engineers Inc. | en |
dc.source | Proceedings of the IEEE Conference on Decision and Control | en |
dc.source | Proceedings of the IEEE Conference on Decision and Control | en |
dc.source.uri | https://www.scopus.com/inward/record.uri?eid=2-s2.0-84902338754&doi=10.1109%2fCDC.2013.6760710&partnerID=40&md5=180e320a4eea6c280497c19b7806fe9f | |
dc.subject | Hamiltonians | en |
dc.subject | Stochastic systems | en |
dc.subject | Decision systems | en |
dc.subject | Global convexity | en |
dc.subject | Hamiltonian systems | en |
dc.subject | Information structures | en |
dc.subject | Optimality conditions | en |
dc.subject | Maximum principle | en |
dc.subject | Stochastic maximum principles | en |
dc.subject | Pontryagin's maximum principle | en |
dc.subject | Forward-and-backward | en |
dc.title | Dynamic team optimality conditions of distributed stochastic differential decision systems with decentralized noisy information structures | en |
dc.type | info:eu-repo/semantics/conferenceObject | |
dc.identifier.doi | 10.1109/CDC.2013.6760710 | |
dc.description.startingpage | 5222 | |
dc.description.endingpage | 5227 | |
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 | Conference Object | en |
dc.contributor.orcid | Charalambous, Charalambos D. [0000-0002-2168-0231] | |
dc.gnosis.orcid | 0000-0002-2168-0231 | |