The Common Information Approach to Decentralized Stochastic Control
نویسندگان
چکیده
Many modern technological systems, such as cyber-physical systems, communication, transportation and social networks, smart grids, sensing and surveillance systems are informationally decentralized. A key feature of informationally decentralized systems is that decisions are made by multiple decision makers that have access to different information. This feature violates the fundamental assumption upon which centralized stochastic control theory is based, namely, that all decisions are made by a centralized decision maker who has access to all the information and perfectly recalls all past observations and decisions/actions. Consequently, techniques from centralized stochastic control cannot be directly applied to decentralized stochastic control problem primarily for the following reason. In centralized stochastic control, the controller’s belief on the current state of the system is a sufficient statistic for decision making. A similar sufficient statistic does not work for decentralized stochastic control because controllers have different information and hence their beliefs on the state of the system are not consistent. Nevertheless, two general approaches that use ideas from centralized stochastic control theory have been used for the solution of decentralized control problems:
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