Convex Analysis in Decentralized Stochastic Control, Strategic Measures, and Optimal Solutions

Abstract

This paper is concerned with the properties of the sets of strategic measures induced by admissible team policies in decentralized stochastic control and the convexity properties in dynamic team problems. To facilitate a convex analytical approach, strategic measures for team problems are introduced. Properties such as convexity, and compactness and Borel… (More)
DOI: 10.1137/15M1049129

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Cite this paper

@article{Yksel2017ConvexAI, title={Convex Analysis in Decentralized Stochastic Control, Strategic Measures, and Optimal Solutions}, author={Serdar Y{\"u}ksel and Naci Saldi}, journal={SIAM J. Control and Optimization}, year={2017}, volume={55}, pages={1-28} }