Team problems and stochastic programming

2025/09/21 by Igor V. Evstigneev, Evstigneev, Igor V., M. J. Vanaei +3
Business, Management and Accounting · Engineering · #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR) #Supply Chain and Inventory Management #Transportation and Mobility Innovations #Vehicle Routing Optimization Methods

paper · pdf · doi:10.48550/arxiv.2509.17222

openalex publication_date 2025/09/21 · openalex created_date 2025/10/16 · openalex updated_date 2026/07/28

Abstract

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.

Citations

• Dynamic programming in convex stochastic optimization
• Shadow price of information in discrete time stochastic optimization
• Stochastic programs without duality gaps
• Team Decision Problems

Related

• Convex Analysis in Decentralized Stochastic Control, Strategic Measures and Optimal Solutions
• Team Decision Problems with Convex Quadratic Constraints
• Optimal Policies for Convex Symmetric Stochastic Dynamic Teams and their Mean-field Limit
• Regularized Stochastic Team Problems
• Multi-Objective Linear Quadratic Team Optimization