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Prelude to part II
(Springer, 2018)
In Part II, we focus on decentralized stochastic control problems and their applications. In Chapter 8, we present our results on the finite model approximation of multi-agent stochastic control problems (team decision ...
A topology for policies in decentralized stochastic control and existence of optimal policies
(IEEE, 2018)
In this paper, we introduce a topology for policies in decentralized stochastic control models to establish the existence of team-optimal policies for both static and a class of sequential dynamic teams. We first consider ...
Mean field multilayer stackelberg differential games in multi-agent systems
(Ministry Communications & High Technologies Republic Azerbaijan, 2018)
In this paper, we study linear-quadratic hierarchical mean field Stackelberg differential games with decentralized adapted open-loop information structure. In this game model, there are three levels of decision making, ...
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