Dynamic programming approach to decentralized stochastic control problems
- 1 December 1975
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 20 (6), 796-797
- https://doi.org/10.1109/tac.1975.1101117
Abstract
This note treats problems of decentralized control of stochastic discrete-time dynamic systems with one-step-delay sharing information structure. It is shown that, by applying dynamic programming techniques, the problem can be decomposed into several static team problems. For LQG cases, this approach gives an optimal control policy which consists of an optimal control term under the classical information structure and a correction term due to one-step-delay information structure.Keywords
This publication has 9 references indexed in Scilit:
- Dynamic programming approach to decentralized stochastic control problemsPublished by Institute of Electrical and Electronics Engineers (IEEE) ,1974
- Linear-quadratic-gaussian control with one-step-delay sharing patternIEEE Transactions on Automatic Control, 1974
- Solution of some nonclassical LQG stochastic decision problemsIEEE Transactions on Automatic Control, 1974
- On decentralized linear stochastic control problems with quadratic costIEEE Transactions on Automatic Control, 1973
- On the equivalence of information structures in static and dynamic teamsIEEE Transactions on Automatic Control, 1973
- On the stochastic control of linear systems with different information setsIEEE Transactions on Automatic Control, 1971
- Separation of estimation and control for discrete time systemsProceedings of the IEEE, 1971
- Discrete-Time Markovian Decision Processes with Incomplete State ObservationThe Annals of Mathematical Statistics, 1970
- Team Decision ProblemsThe Annals of Mathematical Statistics, 1962