相关论文: On the Existence of Optimal Policies for a Class o…
In this paper, we establish the existence of team-optimal policies for static teams and a class of sequential dynamic teams. We first consider the static team problems and show the existence of optimal policies under certain regularity…
In stochastic optimal control, change of measure arguments have been crucial for stochastic analysis. Such an approach is often called static reduction in dynamic team theory (or decentralized stochastic control) and has been an effective…
This paper considers two problems -- a dynamic team problem and a decentralized control problem. The problems we consider do not belong to the known classes of "simpler" dynamic team/decentralized control problems such as partially nested…
We study stochastic static teams with countably infinite number of decision makers, with the goal of obtaining (globally) optimal policies under a decentralized information structure. We present sufficient conditions to connect the concepts…
In this paper, we consider finite model approximations of a large class of static and dynamic team problems where these models are constructed through uniform quantization of the observation and action spaces of the agents. The strategies…
This paper studies convex stochastic dynamic team problems with finite and infinite time horizons under decentralized information structures. First, we introduce two notions called exchangeable teams and symmetric information structures. We…
In this paper, we demonstrate the existence of team-optimal strategies for static teams under observation-sharing information structures. Assuming that agents can access shared observations, we begin by converting the team problem into an…
In this paper, we introduce regularized stochastic team problems. Under mild assumptions, we prove that there exists an unique fixed point of the best response operator, where this unique fixed point is the optimal regularized team decision…
This paper is concerned with the properties of the sets of strategic measures induced by admissible team policies in decentralized stochastic control and the convexity properties in dynamic team problems. To facilitate a convex analytical…
In this paper, we consider linear quadratic team problems with an arbitrary number of quadratic constraints in both stochastic and deterministic settings. The team consists of players with different measurements about the state of nature.…
For sequential stochastic control problems with standard Borel measurement and control action spaces, we introduce a general (universally applicable) dynamic programming formulation, establish its well-posedness, and provide new existence…
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…
In decentralized stochastic control (or stochastic team theory) and game theory, if there is a pre-defined order in a system in which agents act, the system is called \textit{sequential}, otherwise it is non-sequential. Much of the…
In this paper, we consider linear quadratic team problems with an arbitrary number of quadratic constraints in both stochastic and deterministic settings. The team consists of players with different measurements about the state of nature.…
Stochastic dynamic teams and games are rich models for decentralized systems and challenging testing grounds for multi-agent learning. Previous work that guaranteed team optimality assumed stateless dynamics, or an explicit coordination…
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…
This paper studies a class of dynamic Stackelberg games under open-loop information structure with constrained linear agent dynamics and quadratic utility functions. We show two important properties for this class of dynamic Stackelberg…
In stochastic dynamic environments, team Markov games have emerged as a versatile paradigm for studying sequential decision-making problems of fully cooperative multi-agent systems. However, the optimality of the derived policies is usually…
We study stochastic team (known also as decentralized stochastic control or identical interest stochastic dynamic game) problems with large or countably infinite number of decision makers, and characterize existence and structural…
Optimal design of distributed decision policies can be a difficult task, illustrated by the famous Witsenhausen counterexample. In this paper we characterize the optimal control designs for the vector-valued setting assuming that it results…