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This paper develops a dynamic programming (DP) approach for decentralized stochastic optimal control problems with delayed sharing information patterns, which exhibits the fundamental Properties of classical DP of centralized partially…

Systems and Control · Electrical Eng. & Systems 2026-04-28 Charalambos D. Charalambous , Umarbek Guvercin , Seddik Djouadi

The 2023 paper ``On Team Decision Problems With Nonclassical Information Structures'' [1] presented information states and dynamic programming (DP) equations for delayed sharing information patterns, based on the concept of person-by-person…

Optimization and Control · Mathematics 2026-05-26 Charalambos D. Charalambous , Umarbek Guvercin , Seddik Djouadi

We study a general class of dynamic multi-agent decision problems with asymmetric information and non-strategic agents, which includes dynamic teams as a special case. When agents are non-strategic, an agent's strategy is known to the other…

Multiagent Systems · Computer Science 2018-12-05 Hamidreza Tavafoghi , Yi Ouyang , Demosthenis Teneketzis

Decentralized optimization of distributed stochastic differential systems has been an active area of research for over half a century. Its formulation utilizing static team and person-by-person optimality criteria is well investigated.…

Optimization and Control · Mathematics 2013-02-15 Charalambos D. Charalambous , Nasir U. Ahmed

Multi-agent planning in stochastic environments can be framed formally as a decentralized Markov decision problem. Many real-life distributed problems that arise in manufacturing, multi-robot coordination and information gathering scenarios…

Artificial Intelligence · Computer Science 2011-11-02 Claudia V. Goldman , Shlomo Zilberstein

In this paper, we present two methods which generalize static team theory to dynamic team theory, in the context of continuous-time stochastic nonlinear differential decentralized decision systems, with relaxed strategies, which are…

Optimization and Control · Mathematics 2013-10-11 Charalambos D. Charalambous , Nasir U. Ahmed

We consider a cooperative multi-agent system consisting of a team of agents with decentralized information. Our focus is on the design of symmetric (i.e. identical) strategies for the agents in order to optimize a finite horizon team…

Optimization and Control · Mathematics 2023-07-17 Sagar Sudhakara , Ashutosh Nayyar

In this second part of our two-part paper, we invoke the stochastic maximum principle, conditional Hamiltonian and the coupled backward-forward stochastic differential equations of the first part [1] to derive team optimal decentralized…

Optimization and Control · Mathematics 2013-02-15 Charalambos D. Charalambous , Nasir U. Ahmed

Coordination of distributed agents is required for problems arising in many areas, including multi-robot systems, networking and e-commerce. As a formal framework for such problems, we use the decentralized partially observable Markov…

Artificial Intelligence · Computer Science 2014-01-16 Daniel S. Bernstein , Christopher Amato , Eric A. Hansen , Shlomo Zilberstein

In this paper, we consider sequential dynamic team decision problems with nonclassical information structures. First, we address the problem from the point of view of a ``manager" who seeks to derive the optimal strategy of the team in a…

Optimization and Control · Mathematics 2024-07-23 Andreas A. Malikopoulos

Markov Decision Processes (MDPs) are stochastic optimization problems that model situations where a decision maker controls a system based on its state. Partially observed Markov decision processes (POMDPs) are generalizations of MDPs where…

Optimization and Control · Mathematics 2019-03-26 Victor Cohen , Axel Parmentier

Decentralized policies for information gathering are required when multiple autonomous agents are deployed to collect data about a phenomenon of interest without the ability to communicate. Decentralized partially observable Markov decision…

Artificial Intelligence · Computer Science 2019-02-27 Mikko Lauri , Joni Pajarinen , Jan Peters

This paper addresses a fundamental question of multi-agent knowledge distribution: what information should be sent to whom and when, with the limited resources available to each agent? Communication requirements for multi-agent systems can…

Multiagent Systems · Computer Science 2019-03-08 Michael C. Fowler , T. Charles Clancy , Ryan K. Williams

Distributed model predictive control (MPC) has been proven a successful method in regulating the operation of large-scale networks of constrained dynamical systems. This paper is concerned with cooperative distributed MPC in which the…

Optimization and Control · Mathematics 2021-06-29 Georgios Darivianakis , Angelos Georghiou , John Lygeros

Inspired by the concepts of deep learning in artificial intelligence and fairness in behavioural economics, we introduce deep teams in this paper. In such systems, agents are partitioned into a few sub-populations so that the dynamics and…

Optimization and Control · Mathematics 2020-06-03 Jalal Arabneydi , Amir G. Aghdam

Distributed optimization is manifesting great potential in multiple fields, e.g., machine learning, control, and resource allocation. Existing decentralized optimization algorithms require sharing explicit state information among the…

Systems and Control · Electrical Eng. & Systems 2024-05-28 Huqiang Cheng , Xiaofeng Liao , Huaqing Li , You Zhao

In this work, we study dynamic programming (DP) algorithms for partially observable Markov decision processes with jointly continuous and discrete state-spaces. We consider a class of stochastic systems which have coupled discrete and…

Optimization and Control · Mathematics 2019-03-07 Donghwan Lee , Niao He , Jianghai Hu

In this paper, we investigate a sequential dynamic team problem consisting of two agents with a nested information structure. We use a combination of the person-by-person and prescription approach to derive structural results for optimal…

Optimization and Control · Mathematics 2022-01-27 Aditya Dave , Andreas A. Malikopoulos

Due to information asymmetry, finding optimal policies for Decentralized Partially Observable Markov Decision Processes (Dec-POMDPs) is hard with the complexity growing doubly exponentially in the horizon length. The challenge increases…

Machine Learning · Computer Science 2021-10-26 Hsu Kao , Vijay Subramanian

The main goal of this paper is to investigate continuous-time distributed dynamic programming (DP) algorithms for networked multi-agent Markov decision problems (MAMDPs). In our study, we adopt a distributed multi-agent framework where…

Systems and Control · Electrical Eng. & Systems 2024-06-14 Donghwan Lee , Han-Dong Lim , Do Wan Kim
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