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Record W4293272546 · doi:10.48550/arxiv.2008.11570

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

2020· preprint· en· W4293272546 on OpenAlexfundno aff
Sina Sanjari, Naci Saldı, Serdar Yüksel

Bibliographic record

VenuearXiv (Cornell University) · 2020
Typepreprint
Languageen
FieldDecision Sciences
TopicAuction Theory and Applications
Canadian institutionsnot available
FundersNatural Sciences and Engineering Research Council of Canada
KeywordsConvexityRepresentation theoremMathematical economicsRepresentation (politics)MathematicsStochastic controlMathematical optimizationFunction (biology)Argument (complex analysis)Type (biology)Optimal controlComputer scienceEconomicsDiscrete mathematicsFinance

Abstract

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We study stochastic team (known also as decentralized stochastic control or identical interest stochastic dynamic game) problems with large or countably infinite number of decision makers, and characterize existence and structural properties for (globally) optimal policies. We consider both static and dynamic non-convex team problems where the cost function and dynamics satisfy an exchangeability condition. To arrive at existence and structural results on 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 which 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 number of decision makers, which turns out to be symmetric (i.e., identical) and randomized. In particular, unlike prior work, convexity of the cost in policies is not assumed. Finally, we show near optimality of symmetric independently randomized policies for finite $N$-decision maker team problems and thus establish approximation results for $N$-decision maker weakly coupled stochastic teams.

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)0.003
metaresearch head score (Gemma)0.003
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow)
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 score0.761
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0030.003
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0010.003
Science and technology studies0.0000.001
Scholarly communication0.0000.000
Open science0.0020.001
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 head0.187
GPT teacher head0.288
Teacher spread0.101 · 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 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

Citations2
Published2020
Admission routes1
Has abstractyes

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