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
fDate :
4/1/1975 12:00:00 AM
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;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1975.1100910
