Abstract
We consider a team problem, with two decision makers for simplicity, where the uncertainties are dealt with in a minimax fashion rather than in a stochastic framework. We do not assume that the players exchange information at any time. Thus, new ideas are necessary to investigate that situation. In contrast with the classical literature, we do not use necessary conditions, but investigate to what extent ideas from the (nonlinear) minimax certainty equivalence theory allow one to conclude here. We are led to the introduction of a “partial-team” problem, where one of the decision makers has perfect state information. We then investigate the full-team problem, but the main result concerning it is shown still to be rather weak. We nevertheless apply it to the linear quadratic case, where it yields an original result.
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Bernhard, P., Hovakimyan, N. (2001). Certainty Equivalence Principle and Minimax Team Problems. In: Altman, E., Pourtallier, O. (eds) Advances in Dynamic Games and Applications. Annals of the International Society of Dynamic Games, vol 6. Birkhäuser, Boston, MA. https://doi.org/10.1007/978-1-4612-0155-7_3
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DOI: https://doi.org/10.1007/978-1-4612-0155-7_3
Publisher Name: Birkhäuser, Boston, MA
Print ISBN: 978-1-4612-6637-2
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