Regularized stochastic team problems
Author
Type :
Article
Publication Status :
Published
Access :
restrictedAccess
Abstract
In this paper, we introduce regularized stochastic team problems. Under mild assumptions, we prove that there exists a unique fixed point of the best response operator, where this unique fixed point is the optimal regularized team decision rule. Then, we establish an asynchronous distributed algorithm to compute this optimal strategy. We also provide a bound that shows how the optimal regularized team decision rule performs in the original stochastic team problem.
Source :
Systems & Control Letters
Date :
2021-03
Volume :
149
Publisher :
Elsevier
URI
http://hdl.handle.net/10679/7775https://www.sciencedirect.com/science/article/pii/S0167691121000062
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