Decentralized stochastic control

نویسندگان

  • Aditya Mahajan
  • Mehnaz Mannan
چکیده

Decentralized stochastic control refers to themulti-stage optimization of a dynamical system bymultiple 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.

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عنوان ژورنال:
  • Annals OR

دوره 241  شماره 

صفحات  -

تاریخ انتشار 2016