FIND ME ON

GitHub

LinkedIn

Stationary Conditions for Team Optimality

🌱

Theorem
StochasticControl

Theorem 2.4.4

For an NN-agent static stochastic team problem, let 1. The hypotheses (c.3)(c.3) and (c.4)(c.4) be satisfied; 2. SiS^{i} be an Open convex subset of a finite dimensional Vector Space for each iNi\in\mathcal{N}; 3. L(ξ;)L(\xi;\cdot) be convex and continuously differentiable on S:=S1××SN\mathbf{S}:=S^{1}\times\dots \times S^{N} Under these conditions, if the policy γ\underline{\gamma}^{\circ}, taking values in S\mathbf{S}, is stationary, it is team-optimal.

Linked from