Multi-Agent Stochastic Control: Models Inspired from Quantum Physics

Title : Multi-Agent Stochastic Control: Models Inspired from Quantum Physics
Authors :
Conference : 2003 International Conference on Physics and Control pp. 747-758
Date: August 20 - April 22, 2003

In this paper, we consider multi-agent stochastic optimization and control problems, with partial information. The agent can operate in a distributed and asynchronous fashion. We investigate new problems that arise out of the interaction between observations and control actions by the agent. We show that new non-classical and non-commutative probability models are needed in order to properly formulate such problems. The models we develop here are inspired by models developed for dynamical physics problems. We establish a series of fundamental results for the trade-off between information and control patterns in distributed stochastic control, detection and estimation.

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