Stochastic Teams, Games, and Control under Information Constraints

This monograph presents a mathematically rigorous and accessible treatment of the interaction between information, decision, control, and probability in single-agent and multi-agent systems. The book provides a comprehensive and unified theory of information structures for shastic control, shastic teams, shastic games, and networked control systems.

Part I of the text is concerned with a general mathematical theory of information structures for shastic teams, leading to systematic characte...