Title :
Dynamic programming solutions for decentralized state-feedback LQG problems with communication delays
Author :
Lamperski, Andrew ; Doyle, John C.
Author_Institution :
Control & Dynamical Syst., California Inst. of Technol., Pasadena, CA, USA
Abstract :
This paper presents explicit solutions for a class of decentralized LQG problems in which players communicate their states with delays. A method for decomposing the Bellman equation into a hierarchy of independent subproblems is introduced. Using this decomposition, all of the gains for the optimal controller are computed from the solution of a single algebraic Riccati equation.
Keywords :
Riccati equations; decentralised control; delays; dynamic programming; linear quadratic Gaussian control; state feedback; Bellman equation; communication delays; decentralized state-feedback LQG problems; decomposition; dynamic programming solutions; independent subproblems; optimal controller; single algebraic Riccati equation; Delay; Distributed control; Dynamic programming; Noise; Riccati equations; Vectors;
Conference_Titel :
American Control Conference (ACC), 2012
Conference_Location :
Montreal, QC
Print_ISBN :
978-1-4577-1095-7
Electronic_ISBN :
0743-1619
DOI :
10.1109/ACC.2012.6315282
