Decentralized Stochastic Control with Partial Sharing Information Structures : A Common Information Approach

A general model of decentralized stochastic control problem in which multiple controllers share part of their information with each other is investigated. The general model subsumes several models of information sharing in decentralized stochastic control as special cases. Structural results for optimal control strategies for the general model are presented. A dynamic program for finding the optimal strategies is also derived. These results are obtained by identifying common information among controllers and formulating the decentralized problem as a centralized problem from the perspective of a coordinator who knows the common information.

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