
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