Decentralized solutions of the linear-exponential-Gaussian problem

Author

Fan, Chih-hai ; Speyer, Jason L. ; Jaensch, Christian R.

Author_Institution

Dept. of Mech. Aerosp. & Nucl. Eng., California Univ., Los Angeles, CA, USA

fYear

1992

fDate

1992

Firstpage

2159

Abstract

The authors consider stochastic control problems with an exponential cost criterion. Necessary and sufficient conditions and the control law of the decentralized linear-exponential-Gaussian (LEG) team problem with a one-step delayed information sharing pattern are given. The one-step delayed information pattern is that only the past observations are available and the current observations are not available. It is shown that the optimal control law of the ith member is an affine function of its own observation at the current time and the state estimate based on a one-step delayed information pattern

Keywords

State estimation; decentralised control; optimal control; state estimation; stochastic systems; affine function; decentralised solutions; exponential cost criterion; linear-exponential-Gaussian problem; one-step delayed information sharing pattern; optimal control law; state estimate; stochastic control; team problem; Aerodynamics; Aerospace control; Aerospace engineering; Centralized control; Control systems; Costs; Delay; Delay effects; Delay estimation; Jacobian matrices; Leg; Optimal control; State estimation; Stochastic processes; Sufficient conditions;

fLanguage

English

Publisher

ieee

Conference_Titel

Decision and Control, 1992., Proceedings of the 31st IEEE Conference on

Conference_Location

Tucson, AZ

Print_ISBN

0-7803-0872-7

Type

conf

DOI

10.1109/CDC.1992.371416

Filename

371416