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arXiv · 1305.4468

Team and Person-by-Person Optimality Conditions of Differential Decision Systems

Charalambos D. Charalambous·Themistoklis Charalambous·Christoforos N. Hadjicostis
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Abstract

In this paper, we derive team and person-by-person optimality conditions for distributed differential decision systems with different or decentralized 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 decentralized information structures. Under certain global convexity conditions it is shown that the optimality conitions are also sufficient.

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Charalambos D. Charalambous, Themistoklis Charalambous, Christoforos N. Hadjicostis. 2013-05-20. Team and Person-by-Person Optimality Conditions of Differential Decision Systems. https://arxiv.org/abs/1305.4468

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