Stochastic Nestedness and the Belief Sharing Information Pattern

  • Serdar Yüksel
  • Published 2009 in IEEE Transactions on Automatic Control

Abstract

Solutions to decentralized stochastic optimization problems lead to recursions in which the state space enlarges with the time-horizon, thus leading to non-tractability of classical dynamic programming. A common joint information state supplied to each of the agents leads to a tractable recursion, as is evident in the one-step-delayed information sharing… (More)
DOI: 10.1109/TAC.2009.2031723

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