Centralized Reduction of Decentralized Stochastic Control Models and their weak-Feller Regularity Article Swipe
Omar Mrani-Zentar
,
Serdar Yüksel
·
YOU?
·
· 2024
· Open Access
·
· DOI: https://doi.org/10.48550/arxiv.2408.13828
YOU?
·
· 2024
· Open Access
·
· DOI: https://doi.org/10.48550/arxiv.2408.13828
Decentralized stochastic control problems involving general state/measurement/action spaces are intrinsically difficult to study because of the inapplicability of standard tools from centralized (single-agent) stochastic control. In this paper, we address some of these challenges for decentralized stochastic control with standard Borel spaces under two different but tightly related information structures: the one-step delayed information sharing pattern (OSDISP), and the $K$-step periodic information sharing pattern (KSPISP). We will show that the one-step delayed and $K$-step periodic problems can be reduced to a centralized Markov Decision Process (MDP), generalizing prior results which considered finite, linear, or static models, by addressing several measurability and topological questions. We then provide sufficient conditions for the transition kernels of both centralized reductions to be weak-Feller. The existence and separated nature of optimal policies under both information structures are then established. The weak Feller regularity also facilitates rigorous approximation and learning theoretic results, as shown in the paper.
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Metadata
- Type
- preprint
- Language
- en
- Landing Page
- http://arxiv.org/abs/2408.13828
- https://arxiv.org/pdf/2408.13828
- OA Status
- green
- Related Works
- 10
- OpenAlex ID
- https://openalex.org/W4402701738
All OpenAlex metadata
Raw OpenAlex JSON
- OpenAlex ID
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https://openalex.org/W4402701738Canonical identifier for this work in OpenAlex
- DOI
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https://doi.org/10.48550/arxiv.2408.13828Digital Object Identifier
- Title
-
Centralized Reduction of Decentralized Stochastic Control Models and their weak-Feller RegularityWork title
- Type
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preprintOpenAlex work type
- Language
-
enPrimary language
- Publication year
-
2024Year of publication
- Publication date
-
2024-08-25Full publication date if available
- Authors
-
Omar Mrani-Zentar, Serdar YükselList of authors in order
- Landing page
-
https://arxiv.org/abs/2408.13828Publisher landing page
- PDF URL
-
https://arxiv.org/pdf/2408.13828Direct link to full text PDF
- Open access
-
YesWhether a free full text is available
- OA status
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greenOpen access status per OpenAlex
- OA URL
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https://arxiv.org/pdf/2408.13828Direct OA link when available
- Concepts
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Window (computing), Control (management), Computer science, Mathematical optimization, Stochastic control, Mathematics, Optimal control, Artificial intelligence, Operating systemTop concepts (fields/topics) attached by OpenAlex
- Cited by
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0Total citation count in OpenAlex
- Related works (count)
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10Other works algorithmically related by OpenAlex
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