Hostname: page-component-848d4c4894-75dct Total loading time: 0 Render date: 2024-06-02T03:33:16.978Z Has data issue: false hasContentIssue false
  • English
  • Français

The optimal linear solution of a symmetric team control problem

Published online by Cambridge University Press:  14 July 2016

P. Whittle  and
J. Rudge
P. Whittle
Affiliation:
University of Cambridge
J. Rudge
Affiliation:
University of Cambridge
Get access Rights & Permissions [Opens in a new window]

Abstract

An optimal linear control (4) is deduced for the symmetric team control problem specified by relations (1)–(3). The generating function (6) for the optimal operator is in general irrational if there is more than one agent (controller), indicating that the recursions associated with effective state estimation are no longer of finite order, as in the single-agent case.

Keywords

SEQUENTIAL GAMESLQG GAMESTEAM CONTROL
Type
Short Communications
Information
Journal of Applied Probability , Volume 11 , Issue 2 , June 1974 , pp. 377 - 381
Copyright
Copyright © Applied Probability Trust 1974 

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

Chu, K. C. and Ho, Y. C. (1971) On the generalised linear-quadratic-Gaussian problem. In Differential Games and Related Topics. (Ed. Kuhn, H. and Szegö, G.) 373–387. North Holland, Amsterdam.Google Scholar
Harsanyi, J. C. (1967 and 1968) Games with incomplete information played by ‘Bayesian’ players. Parts I, II and III. Management Sci. 14, 159–182, 320–334, 486–502.Google Scholar
Ho, Y. C. and Chu, K. C. (1972) Team decision theory and information structures in optimal control problems. IEEE Trans. Automatic Control AC-17, 15–28.Google Scholar
Rhodes, J. B. and Luenberger, D. G. (1969) Differential games with imperfect state information. IEEE Trans. Automatic Control AC-14, 29–38.Google Scholar
Whittle, P. (1963) Prediction and Regulation. English Universities Press, London.Google Scholar
Witsenhausen, H. (1968) A counterexample in stochastic optimum control. SIAM J. Control 6, 131–146.Google Scholar