Accession Number : ADA118757

Title :   Convergence and Asymptotic Agreement in Distributed Decision Problems,

Corporate Author : MASSACHUSETTS INST OF TECH CAMBRIDGE LAB FOR INFORMATION AND DECISION SYSTEMS

Personal Author(s) : Tsitsiklis,John N ; Athans,Michael

PDF Url : ADA118757

Report Date : Jul 1982

Pagination or Media Count : 31

Abstract : We consider a distributed team decision problem in which different agents obtain from the environment different stochastic measurements, possibly at different random times, related to the same uncertain random vector. Each agent has the same objective function and prior probability distribution. We assume that each agent can compute an optimal tentative decision based upon his own observation, and that these tentative decisions are communicated and received, possibly at random times, by a subset of other agents. Conditions for asymptotic convergence of each agent's decision sequence and asymptotic agreement of all agents' decisions are derived. (Author)

Descriptors :   *Decision theory, Stochastic control, Convergence, Probability distribution functions, Asymptotic normality, Random variables

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE