Decentralized stochastic control: information structures, communication, and learning

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The objective of the proposed research program is to develop a systematic methodology for the optimal control of decentralized systems where all agents have a common objective. Such systems arise in almost all modern technologies, including networked control systems, communication networks, sensor and surveillance networks, environmental remote sensing, smart grids, transportation networks, monitoring and diagnostic systems, and robotics. The reason that decentralized control problems arise in these varied applications is that it is not always technologically or economically feasible to share all pertinent information with a single agent. While this is true, it is feasible to share some pertinent information among a subset of agents. In this research program we investigate how such information sharing simplifies the design of decentralized systems.