Title :
On the stochastic control of linear systems with different information sets
Author :
Chong, Chee-yee ; Athans, Michael
Author_Institution :
Massachusetts Institute of Technology, Cambridge, MA, USA
fDate :
10/1/1971 12:00:00 AM
Abstract :
This paper deals with the stochastic control of linear systems in which the information available to distinct controllers is different. Constraints on the control structure are imposed. Necessary conditions for optimality of the controller structure parameters are obtained. The results show that the separation theorem does not hold in this case.
Keywords :
Decentralized control; Linear systems, stochastic continuous-time; Optimal stochastic control; Stochastic optimal control; Control systems; Cost function; Electric variables control; Equations; Large-scale systems; Linear systems; Optimal control; Signal generators; Size measurement; Stochastic systems;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1971.1099810
