• 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