Asymptotic solutions to weakly coupled stochastic teams with nonclassical information Export

@article{StrikantBasar_TAC92, abstract = {The authors develop a new iterative approach toward the solution of a class of two-agent dynamic stochastic teams with nonclassical information when the coupling between the agents is weak, either through the state dynamics or through the information channel. In each case, the weak coupling is characterized in terms of a small (perturbation) parameter. When this parameter value (say, \∈) is set equal to zero, the original fairly complex dynamic team, with a nonclassical information pattern, is decomposed into or converted to relatively simple stochastic control or team problems, the solution of which makes up the zeroth-order approximation (in a function space) to the team-optical solution of the original problem. The fact that the zeroth-order solution approximates the optimal cost up to at least O(\∈) is shown. It is also shown that approximations of all orders can be obtained by solving a sequence of stochastic control and/or simpler team problems}, author = {Srikant, R. and Basar, T.}, booktitle = {Automatic Control, IEEE Transactions on}, citeulike-article-id = {3458309}, citeulike-linkout-0 = {http://dx.doi.org/10.1109/9.121618}, citeulike-linkout-1 = {http://ieeexplore.ieee.org/xpls/abs_all.jsp?arnumber=121618}, doi = {10.1109/9.121618}, journal = {Automatic Control, IEEE Transactions on}, keywords = {differential\_games, nash\_certainty\_equivalence, stochastic\_control, weakly\_coupled}, number = {2}, pages = {163--173}, posted-at = {2008-10-28 18:11:18}, priority = {4}, title = {Asymptotic solutions to weakly coupled stochastic teams with nonclassical information}, url = {http://dx.doi.org/10.1109/9.121618}, volume = {37}, year = {1992} }

TY - JOUR ID - StrikantBasar_TAC92 L3 - citeulike-article-id:3458309 N2 - The authors develop a new iterative approach toward the solution of a class of two-agent dynamic stochastic teams with nonclassical information when the coupling between the agents is weak, either through the state dynamics or through the information channel. In each case, the weak coupling is characterized in terms of a small (perturbation) parameter. When this parameter value (say, ∈) is set equal to zero, the original fairly complex dynamic team, with a nonclassical information pattern, is decomposed into or converted to relatively simple stochastic control or team problems, the solution of which makes up the zeroth-order approximation (in a function space) to the team-optical solution of the original problem. The fact that the zeroth-order solution approximates the optimal cost up to at least O(∈) is shown. It is also shown that approximations of all orders can be obtained by solving a sequence of stochastic control and/or simpler team problems IS - 2 JF - Automatic Control, IEEE Transactions on EP - 173 TI - Asymptotic solutions to weakly coupled stochastic teams with nonclassical information VL - 37 T2 - Automatic Control, IEEE Transactions on SP - 163 KW - differential_games KW - nash_certainty_equivalence KW - stochastic_control KW - weakly_coupled AU - Srikant, R AU - Basar, T PY - 1992/// UR - http://dx.doi.org/10.1109/9.121618 ER -