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arXiv:1907.12125 [math.OC]AbstractReferencesReviewsResources

Decentralized Stochastic Control in Partially Nested Information Structures

Aditya Dave, Andreas A. Malikopoulos

Published 2019-07-28Version 1

In this paper, we analyze a network of agents in a partially nested information structure with a common ancestor. We present the prescription approach applied to different permutations of agents and a structural result for optimal prescriptions of control strategies. We demonstrate the proposed approach through an example that aims at establishing time-invariant domains of the prescriptions without assuming a Linear Quadratic Gaussian problem.

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