Team Optimality Conditions of Differential Decision Systems with Nonclasssical Information Structures
2014 (English)In: 2014 European Control Conference (ECC), IEEE , 2014, 2851-2856 p.Conference paper (Refereed)
We derive team optimality conditions for differential decision systems with nonclassical information structures. The necessary conditions of optimality are given in terms of Hamiltonian system of equations consisting of a coupled backward and forward differential equations and a Hamiltonian projected onto the subspace generated by the information structures. Under certain global convexity conditions it is shown that person-by-person optimality implies team optimality.
Place, publisher, year, edition, pages
IEEE , 2014. 2851-2856 p.
Differential equations, Decision systems, Global convexity, Hamiltonian systems, Information structures, Necessary conditions of optimality, Optimality, Optimality conditions
IdentifiersURN: urn:nbn:se:kth:diva-163503DOI: 10.1109/ECC.2014.6862606ISI: 000349955703026ScopusID: 2-s2.0-84911486894ISBN: 978-3-9524269-1-3OAI: oai:DiVA.org:kth-163503DiVA: diva2:801074
13th European Control Conference, ECC 2014, Strasbourg Convention and Exhibition Center Place de Bordeaux Strasbourg, France, 24 June 2014 through 27 June 2014
QC 201504082015-04-082015-04-072015-04-08Bibliographically approved