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

fYear

2010

fDate

June 30 2010-July 2 2010

Firstpage

6391

Lastpage

6396

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;

fLanguage

English

Publisher

ieee

Conference_Titel

American Control Conference (ACC), 2010

Conference_Location

Baltimore, MD

ISSN

0743-1619

Print_ISBN

978-1-4244-7426-4

Type

conf

DOI

10.1109/ACC.2010.5531478

Filename

5531478