G-2014-87
Decentralized stochastic control
et référence BibTeX
Decentralized 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
Axe de recherche
Applications de recherche
Publication
juin 2016
et
Annals of Operations Research, 241(1), 109–126, 2016
référence BibTeX
Document
G1487.pdf (720 Ko)