G-2014-87
Decentralized stochastic control
et
référence BibTeXDecentralized stochastic control refers to the multi-stage optimization of a dynamical system by multiple controllers that have access to different information. Decentralization of information gives rise to new conceptual challenges that require new solution approaches. In this expository paper, we use the notion of an information-state to explain the two commonly used solution approaches to decentralized control: the person-by-person approach and the common-information approach.
Paru en novembre 2014 , 19 pages
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Publication
      
        juin 2016
      
  
  
    
     et 
    
      Annals of Operations Research, 241(1), 109–126, 2016
      
        
        référence BibTeX
    
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G1487.pdf (720 Ko)