DocumentCode
807411
Title
Team decision theory and information structures in optimal control problems--Part II
Author
Chu, Kai-ching
Author_Institution
Harvard University, Cambridge, MA, USA
Volume
17
Issue
1
fYear
1972
fDate
2/1/1972 12:00:00 AM
Firstpage
22
Lastpage
28
Abstract
General dynamic team decision problems with linear information structures and quadratic payoff functions are studied. The primitive random variables are jointly Gaussian. No constraints on the information structures are imposed except causality. Equivalence relations in information and in control functions among different systems are developed. These equivalence relations aid in the solving of many general problems by relating their solutions to those of the systems with "perfect memory." The latter can be obtained by the method derived in Part I. A condition is found which enables each decision maker to infer the information available to his precedents, while at the same time the controls which will affect the information assessed can be proven optimal. When this condition fails, upper and lower bounds of the payoff function can still be obtained systematically, and suboptimal controls can be obtained.
Keywords
Optimal control; Optimal stochastic control; Stochastic optimal control; Team theory; Bridges; Computer numerical control; Control systems; Decision theory; Game theory; Gaussian processes; Mathematics; Notice of Violation; Optimal control; Stochastic processes;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1972.1099854
Filename
1099854
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