Stochastic Systems with Multiple Decision Makers and Parametric Uncertainties

摘要

This final report summarizes the findings of research on the topic StochasticDynamic Systems with Multiple Decision Makers and Parametric Uncertainties, supported by a Grant from the Air Force Office of Scientific Research, during the period May 1, 1988-August 31, 1989. The focus of the research during this 15-month period has been on the development of analytical and numerical solution techniques for stochastic control and team problems which involve active learning, the study of the impact of nonclassical information patterns in distributed decision making, and the development of real-time implementable distributed algorithms incorporating memory, for computation of equilibria in deterministic and stochastic games. Keywords: Team-optimal, Person-by-person optimal; Pareto optimal; Nash equilibrium; Stackelberg equilibrium. (kr)