Stochastic Systems with Multiple Decision Makers and Parametric Uncertainties

Abstract

This final report summarizes the findings of research on the topic Stochastic Dynamic Systems with Multiple Decision Makers and Parametric Uncertainties, supported by a Grant from the Air Force Office of Scientific Research, during the period May 1, 1988-August 31, 1989. The focus of the research during this 15-month period has been on the development of analytical and numerical solution techniques for stochastic control and team problems which involve active learning, the study of the impact of nonclassical information patterns in distributed decision making, and the development of real-time implementable distributed algorithms incorporating memory, for computation of equilibria in deterministic and stochastic games. Keywords: Team-optimal, Person-by-person optimal; Pareto optimal; Nash equilibrium; Stackelberg equilibrium.

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Document Details

Document Type
Technical Report
Publication Date
Dec 28, 1989
Accession Number
ADA221384

Entities

People

  • Tamer Başar

Organizations

  • University of Illinois Urbana–Champaign

Tags

Communities of Interest

  • C4I
  • Human Systems

DTIC Thesaurus Topics

  • Air Force
  • Air Force Facilities
  • Algorithms
  • Classification
  • Complex Systems
  • Computations
  • Computer Programs
  • Information Science
  • Information Theory
  • Iterations
  • Measurement
  • Power Levels
  • Probabilistic Models
  • Probability
  • Random Variables
  • Statistics
  • Stochastic Control

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Game Theory.
  • Team-Based Human-Centered Cognitive Task Decision Making and Information Performance.