{ "id": "1907.12125", "version": "v1", "published": "2019-07-28T18:48:42.000Z", "updated": "2019-07-28T18:48:42.000Z", "title": "Decentralized Stochastic Control in Partially Nested Information Structures", "authors": [ "Aditya Dave", "Andreas A. Malikopoulos" ], "categories": [ "math.OC" ], "abstract": "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.", "revisions": [ { "version": "v1", "updated": "2019-07-28T18:48:42.000Z" } ], "analyses": { "keywords": [ "partially nested information structure", "decentralized stochastic control", "linear quadratic gaussian problem", "common ancestor", "structural result" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable" } } }