Existence of optimal strategies in a class of dynamic stochastic teams

Abhishek Gupta; Serdar Yuksel; Tamer Basar

doi:10.1109/CDC.2014.7039641

Existence of optimal strategies in a class of dynamic stochastic teams

Abhishek Gupta, Serdar Yuksel, Tamer Basar

Research output: Contribution to journal › Conference article › peer-review

Abstract

We consider a dynamic finite-horizon multi-agent stochastic team problem. If the agents of the team do not share their observations with each other and do not recall their past observations, and the cost function of the team has a certain structure, then under certain technical conditions, the dynamic team is shown to admit a team-optimal solution in deterministic strategies of the agents. Consequently, we show that several dynamic LQG teams admit team-optimal solutions, and this class includes the celebrated Witsenhausen's counterexample, the Gaussian test channel, the Gaussian relay channel, and multi-dimensional versions of these dynamic teams.

Original language	English (US)
Article number	7039641
Pages (from-to)	1681-1686
Number of pages	6
Journal	Proceedings of the IEEE Conference on Decision and Control
Volume	2015-February
Issue number	February
DOIs	https://doi.org/10.1109/CDC.2014.7039641
State	Published - Jan 1 2014
Externally published	Yes
Event	2014 53rd IEEE Annual Conference on Decision and Control, CDC 2014 - Los Angeles, United States Duration: Dec 15 2014 → Dec 17 2014

ASJC Scopus subject areas

Control and Systems Engineering
Modeling and Simulation
Control and Optimization

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abstract = "We consider a dynamic finite-horizon multi-agent stochastic team problem. If the agents of the team do not share their observations with each other and do not recall their past observations, and the cost function of the team has a certain structure, then under certain technical conditions, the dynamic team is shown to admit a team-optimal solution in deterministic strategies of the agents. Consequently, we show that several dynamic LQG teams admit team-optimal solutions, and this class includes the celebrated Witsenhausen's counterexample, the Gaussian test channel, the Gaussian relay channel, and multi-dimensional versions of these dynamic teams.",

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N2 - We consider a dynamic finite-horizon multi-agent stochastic team problem. If the agents of the team do not share their observations with each other and do not recall their past observations, and the cost function of the team has a certain structure, then under certain technical conditions, the dynamic team is shown to admit a team-optimal solution in deterministic strategies of the agents. Consequently, we show that several dynamic LQG teams admit team-optimal solutions, and this class includes the celebrated Witsenhausen's counterexample, the Gaussian test channel, the Gaussian relay channel, and multi-dimensional versions of these dynamic teams.

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