论文标题

重新审视非顺序分散的随机控制:因果关系和静态可降低性

Non-Sequential Decentralized Stochastic Control Revisited: Causality and Static Reducibility

论文作者

Mrani-Zentar, Omar, Simpson, Ryan, Yüksel, Serdar

论文摘要

在分散的随机控制(或随机团队理论)和游戏理论中,如果在代理行动的系统中存在预定义的顺序,则该系统称为\ textit {sequential},否则是非序列的。关于随机控制理论的许多文献,例如有关存在分析,近似方法以及动态编程或其他分析或学习理论方法的研究,都集中在顺序系统上。但是,许多复杂的实用系统是不顺序的,而代理作用的顺序是随机的,并且取决于解决方案路径的实现和采取的先前动作。此类系统的研究特别具有挑战性,因为适用于顺序模型的工具不适用。在本文中,我们将首先重新审视因果关系的概念(这是由于Witsenhausen引起的定义,并且已由Andersland和Tekenetzis进行了完善),并使用虚构的代理提供了另一种代表。我们表明因果关系等同于因果可实施性(和死锁的弗雷恩斯),因此概括了先前的结果。我们表明,在绝对的连续性条件下因果关系允许与降低是独立于政策的等效静态模型。由于用于顺序控制问题的静态还原方法(通过措施或其他技术的改变)已被证明非常有效地到达存在,结构,近似和学习理论结果,我们的分析促进了许多随机分析,可用于顺序系统,也适用于一类非序列系统。

In decentralized stochastic control (or stochastic team theory) and game theory, if there is a pre-defined order in a system in which agents act, the system is called \textit{sequential}, otherwise it is non-sequential. Much of the literature on stochastic control theory, such as studies on the existence analysis, approximation methods, and on dynamic programming or other analytical or learning theoretic methods, have focused on sequential systems. Many complex practical systems, however, are non-sequential where the order of agents acting is random, and dependent on the realization of solution paths and prior actions taken. The study of such systems is particularly challenging as tools applicable for sequential models are not directly applicable. In this paper, we will first revisit the notion of Causality (a definition due to Witsenhausen and which has been refined by Andersland and Tekenetzis), and provide an alternative representation using imaginary agents. We show that Causality is equivalent to Causal Implementability (and Dead-Lock Freeness), thus, generalizing previous results. We show that Causality, under an absolute continuity condition, allows for an equivalent static model whose reduction is policy-independent. Since the static reduction method for sequential control problems (via change of measures or other techniques), has been shown to be very effective in arriving at existence, structural, approximation and learning theoretic results, our analysis facilitates much of the stochastic analysis available for sequential systems to also be applicable for a class of non-sequential systems.

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