{"paper":{"title":"An Optimizer's Approach to Stochastic Control Problems with Nonclassical Information Structures","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["cs.IT","math.IT"],"primary_cat":"math.OC","authors_text":"Ankur A. Kulkarni, Todd P. Coleman","submitted_at":"2013-09-15T10:35:43Z","abstract_excerpt":"We present an optimization-based approach to stochastic control problems with nonclassical information structures. We cast these problems equivalently as optimization prob- lems on joint distributions. The resulting problems are necessarily nonconvex. Our approach to solving them is through convex relaxation. We solve the instance solved by Bansal and Basar with a particular application of this approach that uses the data processing inequality for constructing the convex relaxation. Using certain f-divergences, we obtain a new, larger set of inverse optimal cost functions for such problems. In"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1309.3745","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}