9 citations · 15 across the 3 of their papers we have counts for
3 papers
math.OC2013★ 6 cited
Team Games Optimality Conditions of Distributed Stochastic Differential Decision Systems with Decentralized Noisy Information Structures
Charalambos D. Charalambous, N. U. Ahmed
We consider a team game reward, and we derive a stochastic Pontryagin's maximum principle for distributed stochastic differential systems with decentralized noisy information struc…
math.OC2013
Stochastic Minimum Principle for Partially Observed Systems Subject to Continuous and Jump Diffusion Processes and Driven by Relaxed Controls
Nasir U. Ahmed, Charalambos D. Charalambous
In this paper we consider non convex control problems of stochastic differential equations driven by relaxed controls. We present existence of optimal controls and then develop nec…
math.OC2013★ 9 cited
Centralized Versus Decentralized Team Games of Distributed Stochastic Differential Decision Systems with Noiseless Information Structures-Part I: General Theory
Charalambos D. Charalambous, Nasir U. Ahmed
Decentralized optimization of distributed stochastic differential systems has been an active area of research for over half a century. Its formulation utilizing static team and per…