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Record W3080579124 · doi:10.1287/moor.2022.1296

Optimality of Independently Randomized Symmetric Policies for Exchangeable Stochastic Teams with Infinitely Many Decision Makers

2022· article· en· W3080579124 on OpenAlexafffundabout
Sina Sanjari, Naci Saldı, Serdar Yüksel

Bibliographic record

VenueMathematics of Operations Research · 2022
Typearticle
Languageen
FieldDecision Sciences
TopicGame Theory and Applications
Canadian institutionsQueen's University
FundersNatural Sciences and Engineering Research Council of Canada
KeywordsMathematicsConvexityRepresentation theoremMathematical economicsRepresentation (politics)Stochastic controlMathematical optimizationFunction (biology)Argument (complex analysis)Optimal controlDiscrete mathematicsEconomics

Abstract

fetched live from OpenAlex

We study stochastic teams (known also as decentralized stochastic control problems or identical interest stochastic dynamic games) with large or countably infinite numbers of decision makers and characterize the existence and structural properties of (globally) optimal policies. We consider both static and dynamic nonconvex teams where the cost function and dynamics satisfy an exchangeability condition. To arrive at existence and structural results for optimal policies, we first introduce a topology on control policies, which involves various relaxations given the decentralized information structure. This is then utilized to arrive at a de Finetti–type representation theorem for exchangeable policies. This leads to a representation theorem for policies that admit an infinite exchangeability condition. For a general setup of stochastic team problems with N decision makers, under exchangeability of observations of decision makers and the cost function, we show that, without loss of global optimality, the search for optimal policies can be restricted to those that are N-exchangeable. Then, by extending N-exchangeable policies to infinitely exchangeable ones, establishing a convergence argument for the induced costs, and using the presented de Finetti–type theorem, we establish the existence of an optimal decentralized policy for static and dynamic teams with countably infinite numbers of decision makers, which turns out to be symmetric (i.e., identical) and randomized. In particular, unlike in prior work, convexity of the cost in policies is not assumed. Finally, we show the near optimality of symmetric independently randomized policies for finite N-decision-maker teams and thus establish approximation results for N-decision-maker weakly coupled stochastic teams. Funding: This work was supported by Natural Sciences and Engineering Research Council of Canada.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.005
metaresearch head score (Gemma)0.022
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.005
Threshold uncertainty score0.027

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0050.022
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0020.002
Bibliometrics0.0010.001
Science and technology studies0.0010.002
Scholarly communication0.0020.003
Open science0.0020.002
Research integrity0.0020.003
Insufficient payload (model declined to judge)0.0030.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.227
GPT teacher head0.478
Teacher spread0.251 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designTheoretical or conceptual
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations17
Published2022
Admission routes3
Has abstractyes

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