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Record W4288406187 · doi:10.48550/arxiv.1903.11476

Optimal Policies for Convex Symmetric Stochastic Dynamic Teams and their\n Mean-field Limit

2019· preprint· en· W4288406187 on OpenAlexaff
Sina Sanjari, Serdar Yüksel

Bibliographic record

VenuearXiv (Cornell University) · 2019
Typepreprint
Languageen
FieldDecision Sciences
TopicAuction Theory and Applications
Canadian institutionsQueen's University
Fundersnot available
KeywordsLinear-quadratic-Gaussian controlMathematicsMathematical optimizationOptimal controlConditional independenceStochastic controlConvex optimizationInformation structureApplied mathematicsRegular polygonComputer science

Abstract

fetched live from OpenAlex

This paper studies convex stochastic dynamic team problems with finite and\ninfinite time horizons under decentralized information structures. First, we\nintroduce two notions called exchangeable teams and symmetric information\nstructures. We show that in convex exchangeable team problems an optimal policy\nexhibits a symmetry structure. We give a characterization for such\nsymmetrically optimal teams for a general class of convex dynamic team problems\nunder a mild conditional independence condition. In addition, through\nconcentration of measure arguments, we establish the convergence of optimal\npolicies for teams with $N$ decision makers to the corresponding optimal\npolicies for symmetric mean-field teams with infinitely many decision makers.\nAs a by-product, we present an existence result for convex mean-field teams,\nwhere the main contribution of our paper is with respect to the information\nstructure in the system when compared with the related results in the\nliterature that have either assumed a classical information structure or a\nstatic information structure. We also apply these results to the important\nspecial case of Linear Quadratic Gaussian (LQG) team problems, where while for\npartially nested LQG team problems with finite time horizons it is known that\nthe optimal policies are linear, for infinite horizon problems the linearity of\noptimal policies has not been established in full generality. We also study\naverage cost finite and infinite horizon dynamic team problems with a symmetric\npartially nested information structure and obtain globally optimal solutions\nwhere we establish linearity of optimal policies.\n

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 distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.001
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.580
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.001
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0010.001
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0010.001
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

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 head0.110
GPT teacher head0.267
Teacher spread0.157 · 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 teacher head, not a consensus.

Study designSimulation or modeling
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

Citations2
Published2019
Admission routes1
Has abstractyes

Explore more

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