Title :
A structural result for delayed sharing information structures
Author :
Nayyar, A. ; Mahajan, A. ; Teneketzis, D.
Author_Institution :
Dept. of Electr. Eng. & Comput. Sci., Univ. of Michigan, Ann Arbor, MI, USA
fDate :
June 30 2010-July 2 2010
Abstract :
The n-step delayed sharing information structure is investigated. This information structure is a link between the classical information structure, where information is shared perfectly among the controllers, and a non-classical information structure, where there is no “lateral” sharing of information among the controllers. A structural result for optimal control policies in systems with such information structures is presented. A methodology for sequentially finding optimal policies is also established. The solution approach provides an insight for identifying structural results for general decentralized stochastic control problems.
Keywords :
delays; optimal control; stochastic systems; general decentralized stochastic control problems; n-step delayed sharing information structure; nonclassical information structure; optimal control policies; Centralized control; Control systems; Delay effects; Delay systems; Distributed control; Optimal control; Probability; Random variables; Statistics; Stochastic processes;
Conference_Titel :
American Control Conference (ACC), 2010
Conference_Location :
Baltimore, MD
Print_ISBN :
978-1-4244-7426-4
DOI :
10.1109/ACC.2010.5531478
