Decentralized sufficient & necessary optimality conditions for cooperative stochastic differential decision problems.
Charalambos D. CharalambousPublished in: CDC (2016)
Keyphrases
- decision problems
- optimality conditions
- cooperative
- nonlinear programming
- influence diagrams
- karush kuhn tucker
- optimal policy
- utility function
- lower level
- np hard
- multi agent
- semi infinite programming
- computational complexity
- sample size
- multi agent systems
- bayesian decision problems
- game theory
- bandit problems
- optimization problems
- learning models
- knapsack problem
- fixed point
- semidefinite programming
- higher level
- low level
- decision making