Show simple item record

dc.contributor.authorSanjari, S.
dc.contributor.authorSaldı, Naci
dc.contributor.authorYüksel, S.
dc.date.accessioned2021-03-09T10:59:38Z
dc.date.available2021-03-09T10:59:38Z
dc.date.issued2020-12-14
dc.identifier.issn0743-1546en_US
dc.identifier.urihttp://hdl.handle.net/10679/7374
dc.identifier.urihttps://ieeexplore.ieee.org/document/9304328
dc.description.abstractWe study stochastic team (known also as decentralized stochastic control or identical interest stochastic game) problems with large or countably infinite number of decision makers, and characterize existence and structural properties for (globally) optimal policies. We consider in particular both static and dynamic non-convex team problems where the cost function and dynamics satisfy an exchangeability condition. We first establish a de Finetti type representation theorem for exchangeable decentralized policies, that is, for the probability measures induced by admissible policies under decentralized information structures. For a general setup of stochastic team problems with N decision makers, under exchangeability of observations of decision makers and the cost function, we show that without loss of global optimality, the search for optimal policies over any convex set of probability measures on policies can be restricted to those that are N-exchangeable. Then, by extending N-exchangeable policies to infinitely exchangeable ones, establishing a convergence argument for the induced costs, and using the presented de Finetti type theorem, we establish the existence of an optimal decentralized policy for static and dynamic teams with countably infinite number of decision makers, which turns out to be symmetric (i.e., identical) and randomized. In particular, unlike prior work, convexity of the cost is not assumed.en_US
dc.description.sponsorshipNatural Sciences and Engineering Research Council (NSERC) of Canada
dc.language.isoengen_US
dc.publisherIEEEen_US
dc.relation.ispartof2020 59th IEEE Conference on Decision and Control (CDC)
dc.rightsrestrictedAccess
dc.titleIndependently randomized symmetric policies are optimal for exchangeable stochastic teams with infinitely many decision makersen_US
dc.typeConference paperen_US
dc.contributor.departmentÖzyeğin University
dc.contributor.authorID(ORCID 0000-0002-2677-7366 & YÖK ID 283091) Saldı, Naci
dc.contributor.ozuauthorSaldı, Naci
dc.identifier.startpage5986en_US
dc.identifier.endpage5991en_US
dc.identifier.doi10.1109/CDC42340.2020.9304328en_US
dc.identifier.scopusSCOPUS:2-s2.0-85099879003
dc.contributor.authorMale1
dc.relation.publicationcategoryConference Paper - International - Institutional Academic Staff


Files in this item

FilesSizeFormatView

There are no files associated with this item.

This item appears in the following Collection(s)

Show simple item record


Share this page