500 citations · 725 across the 53 of their papers we have counts for
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math.OC2016★ 2 cited
On infinite dimensional linear programming approach to stochastic control
Maryam Kamgarpour, Tyler Summers
We consider the infinite dimensional linear programming (inf-LP) approach for solving stochastic control problems. The inf-LP corresponding to problems with uncountable state and i…
math.DS2016
Mutually Quadratically Invariant Information Structures in Two-Team Stochastic Dynamic Games
Marcello Colombino, Roy S. Smith, Tyler H. Summers
We formulate a two-team linear quadratic stochas- tic dynamic game featuring two opposing teams each with decentralized information structures. We introduce the concept of mutual q…