47 citations · 73 across the 7 of their papers we have counts for
7 papers
Dynamic Team Theory of Stochastic Differential Decision Systems with Decentralized Noisy Information Structures via Girsanov's Measure Transformation
Charalambos D. Charalambous, Nasir U. Ahmed
In this paper, we present two methods which generalize static team theory to dynamic team theory, in the context of continuous-time stochastic nonlinear differential decentralized…
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…
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…
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…
Centralized Versus Decentralized Team Games of Distributed Stochastic Differential Decision Systems with Noiseless Information Structures-Part II: Applications
Charalambos D. Charalambous, Nasir U. Ahmed
In this second part of our two-part paper, we invoke the stochastic maximum principle, conditional Hamiltonian and the coupled backward-forward stochastic differential equations of…
Nonanticipative Rate Distortion Function and Relations to Filtering Theory
Charalambos D. Charalambous, Photios A. Stavrou, Nasir U. Ahmed
The relation between nonanticipative Rate Distortion Function (RDF) and filtering theory is discussed on abstract spaces. The relation is established by imposing a realizability co…