Optimal Solutions to Infinite-Player Stochastic Teams and Mean-Field Teams
نویسندگان
چکیده
We study stochastic static teams with countably infinite number of decision makers (DMs), the goal obtaining (globally) optimal policies under a decentralized information structure. present sufficient conditions to connect concepts team optimality and person-by-person for DMs. show that uniform integrability convergence conditions, an policy DMs can be established as limit sequences $N$ $N \to \infty$ . Under presence symmetry condition, we relax this leads results large class mean-field problems where existing have been limited not global (under strict decentralization). In particular, establish symmetric (i.e., identical) such problems. As further result existence teams. consider illustrative examples theory is applied setups either infinitely many or infinite-horizon control problem reduced team.
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ژورنال
عنوان ژورنال: IEEE Transactions on Automatic Control
سال: 2021
ISSN: ['0018-9286', '1558-2523', '2334-3303']
DOI: https://doi.org/10.1109/tac.2020.2994899