Team decision theory for linear continuous-time systems

Share/Save/Bookmark

Bagchi, Arunabha and Basar, Tamar (1980) Team decision theory for linear continuous-time systems. IEEE Transactions on Automatic Control, 25 (6). pp. 1154-1161. ISSN 0018-9286

[img]
Preview
PDF
757Kb
Abstract:This paper develops a team decision theory for linear-quadratic (LQ) continuous-time systems. First, a counterpart of the well-known result of Radner on quadratic static teams is obtained for two-member continuous-time LQ static team problems when the statistics of the random variables involved are not necessarily Gaussian. An iterative convergent scheme is developed, which in the limit yields the optimal team strategies. For the special case of Gaussian distributions, the team-optimal solution is affine in the information available to each DM, and for the further special case when the team cost function does not penalize the intermediate values of state, the optimal strategies can be obtained by solving a Liapunov type time-invariant matrix equation. This static theory is then extended to LQG continuous-time dynamic teams with sampled observations under the one-step-delay observation sharing pattern. The unique solution is again affine in the information available to each DM, and further, it features a certainty-equivalence property.
Item Type:Article
Copyright:© 1980 IEEE
Faculty:
Electrical Engineering, Mathematics and Computer Science (EEMCS)
Research Group:
Link to this item:http://purl.utwente.nl/publications/55609
Export this item as:BibTeX
EndNote
HTML Citation
Reference Manager

 

Repository Staff Only: item control page