Journal ArticleDOI
Solution of some nonclassical LQG stochastic decision problems
Nils R. Sandell,Michael Athans +1 more
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In this article, the linearity of the optimal control laws for the one-step delay linear quadratic Gaussian (LQG) stochastic control problem is established, and explicit formulae are presented.Abstract:
This paper considers stochastic problems in team theory. In particular, the linearity of the optimal control laws for the one-step delay linear quadratic Gaussian (LQG) stochastic control problem is established, and explicit formulae are presented. In addition, the control sharing, nonstatic, nonclassical LQG problem is solved.read more
Citations
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Journal ArticleDOI
Survey of decentralized control methods for large scale systems
TL;DR: In this article, the authors survey the control theoretic literature on decentralized and hierarchical control, and methods of analysis of large scale systems, and present a survey of the control theory of large-scale systems.
Book
Readings in Distributed Artificial Intelligence
Alan H. Bond,Les Gasser +1 more
TL;DR: This comprehensive collection of articles shows the breadth and depth of DAI research as well as to practical problems in artificial intelligence, distributed computing systems, and human-computer interaction.
Journal ArticleDOI
Team decision theory and information structures
TL;DR: This tutorial-survey paper introduces the problems of decentralized statistical decision making (team theory) where the decision makers have access to different information concerning the underlying uncertainties.
Proceedings ArticleDOI
Computation and transmission requirements for a decentralized linear-quadratic-Gaussian control problem
TL;DR: A decentralized control problem involving K nodes is formulated, and it is shown that if the dimension of the controls at each node l is less than both the dimensions of the data at node m and thedimension of the state, then a data vector can be transmitted from m to l.
Large scale dynamic systems
TL;DR: Classes of large scale dynamic systems were discussed in the context of modern control theory in the technical fields of aeronautics, water resources and electric power.
References
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Journal ArticleDOI
Decomposition Principle for Linear Programs
George B. Dantzig,Philip Wolfe +1 more
TL;DR: A technique is presented for the decomposition of a linear program that permits the problem to be solved by alternate solutions of linear sub-programs representing its several parts and a coordinating program that is obtained from the parts by linear transformations.
Journal ArticleDOI
A Counterexample in Stochastic Optimum Control
TL;DR: In this paper, it was shown that there is no advantage in using non-linear controllers when the objective is to minimize the expectation of a quadratic criterion for a linear system subject to Gaussian noise and with unconstrained control variables.
Journal ArticleDOI
Team decision theory and information structures in optimal control problems--Part II
Yu-Chi Ho,K'ai-ching Chu +1 more
TL;DR: Equivalence relations in information and in control functions among different systems are developed and aid in the solving of many general problems by relating their solutions to those of the systems with "perfect memory".
Journal ArticleDOI
Separation of estimation and control for discrete time systems
TL;DR: In this paper, an attempt is made to coordinate the numerous results relating to separation of estimation and control in discrete time stochastic control theory, depending upon the assumptions about linearity, criteria, information pattern, constraints, and noise distributions.