Stochastic Dynamic Systems with Multiple Decision Makers and Parametric Uncertainties.

Abstract : This final report summarizes the findings of research on the topic Stochastic Dynamic Systems with Multiple Decision Makers and Parametric Uncertainties, supported by a Grant from the Air Force Office of Scientific Research, during the period May 1, 1985-April 30, 1988. The focus of the research during this three-year period has been on the development of methodologies and new solution techniques for obtaining strategies in stochastic systems, with good sensitivity properties, and for deriving optimal decision rules in systems with nonclassical information patterns. A further major thrust has been on the development of learning schemes and distributed algorithms for multiple decision-maker problems under different types of uncertainty.