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math.OC2021
Isomorphism Properties of Optimality and Equilibrium Solutions under Equivalent Information Structure Transformations: Stochastic Dynamic Games and Teams
Sina Sanjari, Tamer Başar, Serdar Yüksel
Static reduction of information structures (ISs) is a method that is commonly adopted in stochastic control, team theory, and game theory. One approach entails change of measure ar…
math.OC2021★ 3 cited
Isomorphism Properties of Optimality and Equilibrium Solutions under Equivalent Information Structure Transformations I: Stochastic Dynamic Teams
Sina Sanjari, Tamer Başar, Serdar Yüksel
In stochastic optimal control, change of measure arguments have been crucial for stochastic analysis. Such an approach is often called static reduction in dynamic team theory (or d…