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Existence for N-agent Team

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Theorem
StochasticControl

#StochasticControl # Theorem For an Nβˆ’N-agent static stochastic team problem satisfying the four hypotheses, there exists at least one team-optimal solution.

Corollary

We can relax (c.1)(c.1) into (c.1β€²)(c.1') and the result still holds: 1. (c.1β€²)(c.1') Let Nh\mathcal{N}_{h} and Ns\mathcal{N}_{s} be two complementary subsets of N\mathcal{N} (i.e.Β NhβˆͺNs=N\mathcal{N}_{h}\cup \mathcal{N}_{s}=\mathcal{N}, and Nh∩Ns=βˆ…\mathcal{N}_{h}\cap \mathcal{N}_{s}=\emptyset) s.t. SiS^{i} is compact βˆ€i∈Nh\forall i\in\mathcal{N}_{h} and Sj≑UjS^{j}\equiv \mathbb{U}^{j} βˆ€j∈Ns\forall j\in\mathcal{N}_{s}. Assume that βˆ‘j∈Ns∣ujβˆ£β†’βˆž,Β L(ΞΎ;u1,…,uN)β†’βˆž\sum_{j\in \mathcal{N}_{s}}|u^{j}|\to \infty,\ L(\xi;u^{1},\dots,u^{N})\to \infty a.s., for every fixed ui∈Si,i∈Nhu^{i}\in S^{i},i\in \mathcal{N}_{h}.