StochOpt Partial Info

The goal of this research project is to develop innovative mathematical models for control of stochastic systems under partial information. Under this general framework, the research focuses on the following specific objectives, in which the common thread is the notion of incomplete information and adaptive optimization:
  • adaptive control of stochastic systems with constraints,
  • models of learning in games, and
  • strategic queueing and the price of anarchy under incomplete information.