Regularized stochastic team problems

Name: Regularized stochastic team problems
Author: Saldı, Naci

İsim	Regularized stochastic team problems
Yazar	Saldı, Naci
Basım Tarihi:	2021-03
Basım Yeri	- Elsevier
Konu	Team decision theory, Decentralized stochastic control, Regularization, Person-by-person optimality
Tür	Süreli Yayın
Dil	İngilizce
Dijital	Evet
Yazma	Hayır
Kütüphane:	Özyeğin Üniversitesi
Demirbaş Numarası	0167-6911
Kayıt Numarası	369aa397-1d48-45ed-88e2-800b7086086e
Lokasyon	Natural and Mathematical Sciences
Tarih	2021-03
Örnek Metin	In this paper, we introduce regularized stochastic team problems. Under mild assumptions, we prove that there exists a unique fixed point of the best response operator, where this unique fixed point is the optimal regularized team decision rule. Then, we establish an asynchronous distributed algorithm to compute this optimal strategy. We also provide a bound that shows how the optimal regularized team decision rule performs in the original stochastic team problem.
DOI	10.1016/j.sysconle.2021.104876
Cilt	149

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Regularized stochastic team problems

Yazar Saldı, Naci

Basım Tarihi 2021-03

Basım Yeri - Elsevier

Konu Team decision theory, Decentralized stochastic control, Regularization, Person-by-person optimality

Tür Süreli Yayın

Dil İngilizce

Dijital Evet

Yazma Hayır

Kütüphane Özyeğin Üniversitesi

Demirbaş Numarası 0167-6911

Kayıt Numarası 369aa397-1d48-45ed-88e2-800b7086086e

Lokasyon Natural and Mathematical Sciences

Tarih 2021-03

Örnek Metin In this paper, we introduce regularized stochastic team problems. Under mild assumptions, we prove that there exists a unique fixed point of the best response operator, where this unique fixed point is the optimal regularized team decision rule. Then, we establish an asynchronous distributed algorithm to compute this optimal strategy. We also provide a bound that shows how the optimal regularized team decision rule performs in the original stochastic team problem.

DOI 10.1016/j.sysconle.2021.104876

Cilt 149