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: Chapter in Book/Report/Conference proceeding › Conference contribution

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)
Title of host publication	53rd IEEE Conference on Decision and Control,CDC 2014
Publisher	Institute of Electrical and Electronics Engineers Inc.
Pages	1681-1686
Number of pages	6
Edition	February
ISBN (Electronic)	9781479977468
DOIs	https://doi.org/10.1109/CDC.2014.7039641
State	Published - 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

Publication series

Name	Proceedings of the IEEE Conference on Decision and Control
Number	February
Volume	2015-February
ISSN (Print)	0743-1546
ISSN (Electronic)	2576-2370

Other

Other	2014 53rd IEEE Annual Conference on Decision and Control, CDC 2014
Country/Territory	United States
City	Los Angeles
Period	12/15/14 → 12/17/14

ASJC Scopus subject areas

Control and Systems Engineering
Modeling and Simulation
Control and Optimization

Online availability

10.1109/CDC.2014.7039641

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Gupta, A., Yuksel, S., & Basar, T. (2014). Existence of optimal strategies in a class of dynamic stochastic teams. In 53rd IEEE Conference on Decision and Control,CDC 2014 (February ed., pp. 1681-1686). [7039641] (Proceedings of the IEEE Conference on Decision and Control; Vol. 2015-February, No. February). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/CDC.2014.7039641

Existence of optimal strategies in a class of dynamic stochastic teams. / Gupta, Abhishek; Yuksel, Serdar; Basar, Tamer.

53rd IEEE Conference on Decision and Control,CDC 2014. February. ed. Institute of Electrical and Electronics Engineers Inc., 2014. p. 1681-1686 7039641 (Proceedings of the IEEE Conference on Decision and Control; Vol. 2015-February, No. February).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Gupta, A, Yuksel, S & Basar, T 2014, Existence of optimal strategies in a class of dynamic stochastic teams. in 53rd IEEE Conference on Decision and Control,CDC 2014. February edn, 7039641, Proceedings of the IEEE Conference on Decision and Control, no. February, vol. 2015-February, Institute of Electrical and Electronics Engineers Inc., pp. 1681-1686, 2014 53rd IEEE Annual Conference on Decision and Control, CDC 2014, Los Angeles, United States, 12/15/14. https://doi.org/10.1109/CDC.2014.7039641

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Existence of optimal strategies in a class of dynamic stochastic teams

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