Team optimality conditions of differential decision systems with nonclasssical information structures

Charalambos D. Charalambous, Themistoklis Charalambous*, Christoforos N. Hadjicostis

*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceedingConference contributionScientificpeer-review

Abstract

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.

Original languageEnglish
Title of host publication2014 European Control Conference, ECC 2014
PublisherIEEE
Pages2851-2856
Number of pages6
ISBN (Electronic)9783952426913
DOIs
Publication statusPublished - 22 Jul 2014
MoE publication typeA4 Article in a conference publication
EventEuropean Control Conference - Strasbourg, France
Duration: 24 Jun 201427 Jun 2014
Conference number: 13

Conference

ConferenceEuropean Control Conference
Abbreviated titleECC
CountryFrance
CityStrasbourg
Period24/06/201427/06/2014

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