Stochastic Dynamic Systems with Multiple Decision Makers and Parametric Uncertainties

摘要

This interim report summarizes the findings of the first year of research in Stochastic Dynamic Systems with Multiple Decision Makers and Parametric Uncertainties, supported by a Grant from AFOSR. The focus of the research has been on the development of methodology for obtaining strategies in stochastic systems, which have good sensitivity properties and incorporate learning schemes for several classes of parametric uncertainties.