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arXiv · 2103.10028

A Dynamic Program for a Team of Two Agents with Nested Information

Aditya Dave·Andreas A. Malikopoulos
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Abstract

In this paper, we investigate a sequential dynamic team problem consisting of two agents with a nested information structure. We use a combination of the person-by-person and prescription approach to derive structural results for optimal control strategies for the team. We then use these structural results to present a dynamic programming (DP) decomposition to derive the optimal control strategies for a finite time horizon. We show that our DP utilizes the nested information structure to simplify the computation of the optimal control laws for the team at the final time step.

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Aditya Dave, Andreas A. Malikopoulos. 2021-03-18. A Dynamic Program for a Team of Two Agents with Nested Information. https://arxiv.org/abs/2103.10028

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