DocumentCode
818175
Title
Second-guessing technique for stochastic linear regulator problems with delayed information sharing
Author
Toda, Mitsuhiko ; Aoki, Masanao
Author_Institution
NASA Ames Research Center, Moffett Field, CA, USA
Volume
20
Issue
2
fYear
1975
fDate
4/1/1975 12:00:00 AM
Firstpage
260
Lastpage
262
Abstract
A solution procedure is reported for stochastic decision problems with decentralized information structure. The procedure is applied to obtain the optimal control of decentralized stochastic linear regulator problems with delayed information sharing structure where observations are centralized with one-step delay.
Keywords
Decentralized control; Decision procedures; Linear systems, stochastic; Optimal regulators; Optimal stochastic control; Stochastic optimal control; Stochastic systems, linear; Algebra; Control systems; Covariance matrix; Delay; Delta modulation; Equations; Optimal control; Process control; Regulators; Stochastic processes;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1975.1100910
Filename
1100910
Link To Document