Multimodeling, Singular Perturbations and Stochastic Decision Problems.

Abstract

This document analyzes the interaction between model simplification and strategy design in a multimodel context and for multiple agent stochastic decision problems with decentralized information. Under quasi-classical information patterns, and using singular perturbations approach, the authors establish asymptotic optimality of different multimodels which involve continuous and two types of sampled measurements. Our general analysis and discussion serve to enhance our understanding of the interrelationships between structural features of stochastic large scale systems, like time-scales and weak coupling, and strategy design.

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Document Details

Document Type
Technical Report
Publication Date
Oct 01, 1983
Accession Number
ADA162088

Entities

People

  • Tamer Başar
  • Vikram R. Saksena

Organizations

  • University of Illinois Urbana–Champaign

Tags

Communities of Interest

  • C4I
  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Boundary Layer
  • Control Systems Engineering
  • Covariance
  • Differential Equations
  • Eigenvalues
  • Equations
  • Estimators
  • Filters
  • Integral Equations
  • Kalman Filters
  • Mathematical Filters
  • Riccati Equation
  • Statistics
  • Stochastic Control
  • Stochastic Processes
  • Time Intervals
  • White Noise

Readers

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