메뉴 건너뛰기




Volumn 22, Issue 1, 2012, Pages 212-243

Suboptimal solutions to team optimization problems with stochastic information structure

Author keywords

Approximation schemes; Curse of dimensionality; Infinite dimensional programming (functional optimization); Information structure; Model complexity; Optimal production in a firm; Suboptimal solutions; Team utility

Indexed keywords

APPROXIMATION SCHEME; CURSE OF DIMENSIONALITY; FUNCTIONAL OPTIMIZATION; INFORMATION STRUCTURES; MODEL COMPLEXITY; OPTIMAL PRODUCTION; SUBOPTIMAL SOLUTION; TEAM UTILITY;

EID: 84861624519     PISSN: 10526234     EISSN: None     Source Type: Journal    
DOI: 10.1137/100803481     Document Type: Article
Times cited : (27)

References (58)
  • 3
    • 44649173748 scopus 로고    scopus 로고
    • The value of a stochastic information structure
    • Y. Azrieli and E. Lehrer, The value of a stochastic information structure, Games Econom. Behav., 63 (2008), pp. 679-693.
    • (2008) Games Econom. Behav. , vol.63 , pp. 679-693
    • Azrieli, Y.1    Lehrer, E.2
  • 4
    • 0000218895 scopus 로고
    • The theory of teams: A selective annotated bibliography
    • Springer, Berlin
    • T. Başar and R. Bansal, The Theory of Teams: A Selective Annotated Bibliography, Lecture Notes in Control and Inform. Sci. 119, Springer, Berlin, 1989.
    • (1989) Lecture Notes in Control and Inform. Sci. , vol.119
    • Başar, T.1    Bansal, R.2
  • 5
    • 0027599793 scopus 로고
    • Universal approximation bounds for superpositions of a sigmoidal function
    • A. R. Barron, Universal approximation bounds for superpositions of a sigmoidal function, IEEE Trans. Inform. Theory, 39 (1993), pp. 930-945.
    • (1993) IEEE Trans. Inform. Theory , vol.39 , pp. 930-945
    • Barron, A.R.1
  • 7
    • 85012688561 scopus 로고
    • Princeton University Press, Princeton, NJ
    • R. Bellman, Dynamic Programming, Princeton University Press, Princeton, NJ, 1957.
    • (1957) Dynamic Programming
    • Bellman, R.1
  • 11
    • 0024861871 scopus 로고
    • Approximation by superpositions of a sigmoidal function
    • G. Cybenko, Approximation by superpositions of a sigmoidal function, Math. Control Signals Systems, 2 (1989), pp. 303-314.
    • (1989) Math. Control Signals Systems , vol.2 , pp. 303-314
    • Cybenko, G.1
  • 14
    • 58149492837 scopus 로고    scopus 로고
    • Approximation schemes for functional optimization problems
    • S. Giulini and M. Sanguineti, Approximation schemes for functional optimization problems, J. Optim. Theory Appl., 140 (2009), pp. 33-54.
    • (2009) J. Optim. Theory Appl. , vol.140 , pp. 33-54
    • Giulini, S.1    Sanguineti, M.2
  • 15
    • 57649240046 scopus 로고    scopus 로고
    • Approximation error bounds via rademacher's complexity
    • G. Gnecco and M. Sanguineti, Approximation error bounds via Rademacher's complexity, Appl. Math. Sci., 2 (2008), pp. 153-176.
    • (2008) Appl. Math. Sci. , vol.2 , pp. 153-176
    • Gnecco, G.1    Sanguineti, M.2
  • 16
    • 77956438081 scopus 로고    scopus 로고
    • Suboptimal solutions to dynamic optimization problems via approximations of the policy functions
    • G. Gnecco and M. Sanguineti, Suboptimal solutions to dynamic optimization problems via approximations of the policy functions, J. Optim. Theory Appl., 146 (2010), pp. 764-794.
    • (2010) J. Optim. Theory Appl. , vol.146 , pp. 764-794
    • Gnecco, G.1    Sanguineti, M.2
  • 17
    • 79952899750 scopus 로고    scopus 로고
    • Team optimization problems with lipschitz continuous strategies
    • G. Gnecco and M. Sanguineti, Team optimization problems with Lipschitz continuous strategies, Optim. Lett., 5 (2011), pp. 333-346.
    • (2011) Optim. Lett. , vol.5 , pp. 333-346
    • Gnecco, G.1    Sanguineti, M.2
  • 18
    • 34250133364 scopus 로고
    • Multiple fourier series and integrals
    • B. I. Golubov, Multiple Fourier series and integrals, J. Math. Sci., 24 (1984), pp. 639-673.
    • (1984) J. Math. Sci. , vol.24 , pp. 639-673
    • Golubov, B.I.1
  • 20
    • 0015300160 scopus 로고
    • Team decision theory and information structures in optimal control part i
    • Y.-C. Ho and K.-C. Chu, Team decision theory and information structures in optimal control Part I, IEEE Trans. Automat. Control, 17 (1972), pp. 15-22.
    • (1972) IEEE Trans. Automat. Control , vol.17 , pp. 15-22
    • Ho, Y.-C.1    Chu, K.-C.2
  • 21
    • 0025503458 scopus 로고
    • Constructive approximation for neural networks by sigmoid functions
    • L. K. Jones, Constructive approximation for neural networks by sigmoid functions, Proc. IEEE, 78 (1990), pp. 1586-1589.
    • (1990) Proc. IEEE , vol.78 , pp. 1586-1589
    • Jones, L.K.1
  • 22
    • 84856932727 scopus 로고    scopus 로고
    • Dependence of computational models on input dimension: Tractability of approximation and optimization tasks
    • P. C. Kainen, V. Kurková, and M. Sanguineti, Dependence of computational models on input dimension: Tractability of approximation and optimization tasks, IEEE Trans. Inform. Theory, 58 (2012), pp. 1203-1214.
    • (2012) IEEE Trans. Inform. Theory , vol.58 , pp. 1203-1214
    • Kainen, P.C.1    Kurková, V.2    Sanguineti, M.3
  • 24
    • 0004212129 scopus 로고
    • Ellis Horwood Limited, Chichester, UK
    • K. H. Kim and F. W. Roush, Team Theory, Ellis Horwood Limited, Chichester, UK, 1987.
    • (1987) Team Theory
    • Kim, K.H.1    Roush, F.W.2
  • 25
    • 0020167576 scopus 로고
    • Static team problems part i: Sufficient conditions and the exponential cost criterion
    • J. C. Krainak, J. L. Speyer, and S. I. Marcus, Static team problems Part I: Sufficient conditions and the exponential cost criterion, IEEE Trans. Authomat. Control, 27 (1982), pp. 839-848.
    • (1982) IEEE Trans. Authomat. Control , vol.27 , pp. 839-848
    • Krainak, J.C.1    Speyer, J.L.2    Marcus, S.I.3
  • 27
    • 0036165028 scopus 로고    scopus 로고
    • Comparison of worst case errors in linear and neural network approximation
    • V. Kurková and M. Sanguineti, Comparison of worst case errors in linear and neural network approximation, IEEE Trans. Inform. Theory, 48 (2002), pp. 264-275.
    • (2002) IEEE Trans. Inform. Theory , vol.48 , pp. 264-275
    • Kurková, V.1    Sanguineti, M.2
  • 28
    • 18744392546 scopus 로고    scopus 로고
    • Error estimates for approximate optimization by the extended ritz method
    • V. Kurková and M. Sanguineti, Error estimates for approximate optimization by the extended Ritz method, SIAM J. Optim., 18 (2005), pp. 461-487.
    • (2005) SIAM J. Optim. , vol.18 , pp. 461-487
    • Kurková, V.1    Sanguineti, M.2
  • 29
    • 61349203972 scopus 로고    scopus 로고
    • Approximate minimization of the regularized expected error over kernel models
    • V. Kurková and M. Sanguineti, Approximate minimization of the regularized expected error over kernel models, Math. Oper. Res., 33 (2008), pp. 747-756.
    • (2008) Math. Oper. Res. , vol.33 , pp. 747-756
    • Kurková, V.1    Sanguineti, M.2
  • 30
    • 57349097663 scopus 로고    scopus 로고
    • Geometric upper bounds on rates of variable-basis approximation
    • V. Kurková and M. Sanguineti, Geometric upper bounds on rates of variable-basis approximation, IEEE Trans. Inform. Theory, 54 (2008), pp. 5681-5688.
    • (2008) IEEE Trans. Inform. Theory , vol.54 , pp. 5681-5688
    • Kurková, V.1    Sanguineti, M.2
  • 31
    • 0023382715 scopus 로고
    • Distributed algorithms for the computation of noncooperative equilibria
    • S. Li and T. Başar, Distributed algorithms for the computation of noncooperative equilibria, Automatica, 23 (1987), pp. 523-533.
    • (1987) Automatica , vol.23 , pp. 523-533
    • Li, S.1    Başar, T.2
  • 33
    • 0001559309 scopus 로고
    • Elements for a theory of teams
    • J. Marschak, Elements for a theory of teams, Manage. Sci., 1 (1955), pp. 127-137.
    • (1955) Manage. Sci. , vol.1 , pp. 127-137
    • Marschak, J.1
  • 35
    • 0022162275 scopus 로고
    • Distributional strategies for games with incomplete information
    • P. Milgrom and R. J. Weber, Distributional strategies for games with incomplete information, Math. Oper. Res., 10 (1985), pp. 619-632.
    • (1985) Math. Oper. Res. , vol.10 , pp. 619-632
    • Milgrom, P.1    Weber, R.J.2
  • 36
    • 38149145474 scopus 로고
    • Lipschitz continuous policy functions for strongly concave optimization problems
    • L. Montrucchio, Lipschitz continuous policy functions for strongly concave optimization problems, J. Math. Econom., 16 (1987), pp. 259-273.
    • (1987) J. Math. Econom. , vol.16 , pp. 259-273
    • Montrucchio, L.1
  • 41
    • 0003345901 scopus 로고
    • Remarques sur un résultat non publié de b. Maurey
    • Ecole Polytechnique, Centre de Mathématiques, Palaiseau, France, 1981
    • G. Pisier, Remarques sur un résultat non publié de B. Maurey, in Séminaire d'Analyse Fonctionnelle 1980-81, vol. I, no. 12, Ecole Polytechnique, Centre de Mathématiques, Palaiseau, France, 1981.
    • (1980) Séminaire d'Analyse Fonctionnelle , vol.1 , Issue.12
    • Pisier, G.1
  • 42
    • 0242705996 scopus 로고    scopus 로고
    • The mathematics of learning: Dealing with data
    • T. Poggio and S. Smale, The mathematics of learning: Dealing with data, Not. Amer.Math. Soc., 50 (2003), pp. 537-544.
    • (2003) Not. Amer.Math. Soc. , vol.50 , pp. 537-544
    • Poggio, T.1    Smale, S.2
  • 44
    • 0001283139 scopus 로고
    • Team decision problems
    • R. Radner, Team decision problems, Ann. Math. Statist., 33 (1962), pp. 857-881.
    • (1962) Ann. Math. Statist. , vol.33 , pp. 857-881
    • Radner, R.1
  • 48
    • 0038054048 scopus 로고    scopus 로고
    • Decentralized decision-making in a large team with local information
    • P. Rusmevichientong and B. Van Roy, Decentralized decision-making in a large team with local information, Games Econom. Behav., 43 (2003), pp. 266-295.
    • (2003) Games Econom. Behav. , vol.43 , pp. 266-295
    • Rusmevichientong, P.1    Van Roy, B.2
  • 52
    • 0022062265 scopus 로고
    • On the complexity of decentralized decision making and detection problems
    • J. N. Tsitsiklis and M. Athans, On the complexity of decentralized decision making and detection problems, IEEE Trans. Automat. Control, 30 (1985), pp. 440-446.
    • (1985) IEEE Trans. Automat. Control , vol.30 , pp. 440-446
    • Tsitsiklis, J.N.1    Athans, M.2
  • 54
    • 77954085216 scopus 로고    scopus 로고
    • Lecture notes on orthogonal polynomials of several variables
    • W. zu Castell, F. Filbir, and B. Forster, eds., Nova Science Publishers, Hauppauge, NY
    • Y. Xu, Lecture notes on orthogonal polynomials of several variables, in Advances in the Theory of Special Functions and Orthogonal Polynomials, W. zu Castell, F. Filbir, and B. Forster, eds., Nova Science Publishers, Hauppauge, NY, 2004, pp. 135-188.
    • (2004) Advances in the Theory of Special Functions and Orthogonal Polynomials , pp. 135-188
    • Xu, Y.1
  • 55
    • 0037355948 scopus 로고    scopus 로고
    • Sequential greedy approximation for certain convex optimization problems
    • T. Zhang, Sequential greedy approximation for certain convex optimization problems, IEEE Trans. Inform. Theory, 49 (2003), pp. 682-691.
    • (2003) IEEE Trans. Inform. Theory , vol.49 , pp. 682-691
    • Zhang, T.1
  • 56
    • 45149130173 scopus 로고    scopus 로고
    • High dimensional integration: New weapons fighting the curse of dimensionality
    • T. Zinterhof, High dimensional integration: New weapons fighting the curse of dimensionality, Phys. Part. Nuclei, 5 (2008), pp. 145-149.
    • (2008) Phys. Part. Nuclei , vol.5 , pp. 145-149
    • Zinterhof, T.1
  • 57
    • 35348954934 scopus 로고    scopus 로고
    • Condition numbers and ritz type methods in unconstrained optimization
    • T. Zolezzi, Condition numbers and Ritz type methods in unconstrained optimization, Control and Cybernet., 36 (2007), pp. 811-822.
    • (2007) Control and Cybernet. , vol.36 , pp. 811-822
    • Zolezzi, T.1
  • 58
    • 0036115636 scopus 로고    scopus 로고
    • Approximating networks and extended ritz method for the solution of functional optimization problems
    • R. Zoppoli, M. Sanguineti, and T. Parisini, Approximating networks and extended Ritz method for the solution of functional optimization problems, J. Optim. Theory Appl., 112 (2002), pp. 403-439.
    • (2002) J. Optim. Theory Appl. , vol.112 , pp. 403-439
    • Zoppoli, R.1    Sanguineti, M.2    Parisini, T.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.