Team problems and stochastic programming

Fuente: arXiv
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Bibliographic Details
Main Authors: Evstigneev, Igor V., Vanaei, Mohammad J., Zhitlukhin, Mikhail V.
Format: Preprint
Published: 2025
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author Evstigneev, Igor V.
Vanaei, Mohammad J.
Zhitlukhin, Mikhail V.
author_facet Evstigneev, Igor V.
Vanaei, Mohammad J.
Zhitlukhin, Mikhail V.
contents The paper bridges two vast areas of research: stochastic team decision problems and convex stochastic programming. New methods developed in the latter are applied to the study of fundamental problems in the former. The main results are concerned with the Lagrangian relaxation of informational and material constraints in convex stochastic team problems.
format Preprint
id arxiv_https___arxiv_org_abs_2509_17222
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Team problems and stochastic programming
Evstigneev, Igor V.
Vanaei, Mohammad J.
Zhitlukhin, Mikhail V.
Optimization and Control
Probability
The paper bridges two vast areas of research: stochastic team decision problems and convex stochastic programming. New methods developed in the latter are applied to the study of fundamental problems in the former. The main results are concerned with the Lagrangian relaxation of informational and material constraints in convex stochastic team problems.
title Team problems and stochastic programming
topic Optimization and Control
Probability
url https://arxiv.org/abs/2509.17222