In many areas of applied mathematics, decentralization of information is a ubiquitous
attribute affecting how to approach a stochastic optimization, decision and estimation, or …

This paper studies the joint design over an infinite horizon of the transmission power
controller and remote estimator for state estimation over fading channels. A sensor observes …

In this article, we consider sequential dynamic team decision problems with nonclassical
information structures. First, we address the problem from the point of view of a “manager” …

Most cyber–physical systems (CPS) encounter a large volume of data which is added to the
system gradually in real time and not altogether in advance. In this paper, we provide a …

Control and optimization of dynamical systems in the presence of stochastic uncertainty is a
mature field with a large range of applications. A comprehensive treatment of such problems …

For sequential stochastic control problems with standard Borel measurement and control
action spaces, we introduce a general (universally applicable) dynamic programming …

This paper is concerned with the properties of the sets of strategic measures induced by
admissible team policies in decentralized stochastic control and the convexity properties in …

We study stochastic teams (known also as decentralized stochastic control problems or
identical interest stochastic dynamic games) with large or countably infinite numbers of …

Many emerging problems involve teams of agents taking part in a game. Such problems
require a stochastic analysis with regard to the correlation structures among the agents …

We present existence and discrete-time approximation results on optimal control policies for
continuous-time stochastic control problems under a variety of information structures. These …