Decentralized optimality conditions of stochastic differential decision problems via Girsanov's measure transformation.
Charalambos D. CharalambousPublished in: Math. Control. Signals Syst. (2016)
Keyphrases
- decision problems
- optimality conditions
- nonlinear programming
- influence diagrams
- karush kuhn tucker
- lower level
- semi infinite programming
- computational complexity
- optimal policy
- utility function
- bayesian decision problems
- np hard
- cooperative
- multi agent
- sample size
- higher level
- linear programming
- learning problems
- graphical models
- evolutionary algorithm
- inequality constraints
- bandit problems
- learning algorithm
- genetic algorithm