Existence of optimal strategies in a class of dynamic stochastic teams

Abhishek Gupta, Serdar Yuksel, Tamer Basar

Research output: Contribution to journalConference article

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 languageEnglish (US)
Article number7039641
Pages (from-to)1681-1686
Number of pages6
JournalProceedings of the IEEE Conference on Decision and Control
Volume2015-February
Issue numberFebruary
DOIs
StatePublished - Jan 1 2014
Externally publishedYes
Event2014 53rd IEEE Annual Conference on Decision and Control, CDC 2014 - Los Angeles, United States
Duration: Dec 15 2014Dec 17 2014

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Modeling and Simulation
  • Control and Optimization

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