Optimal Control Strategies in Delayed Sharing Information Structures

被引:80
作者
Nayyar, Ashutosh [1 ]
Mahajan, Aditya [2 ]
Teneketzis, Demosthenis [1 ]
机构
[1] Univ Michigan, Dept Elect Engn & Comp Sci, Ann Arbor, MI 48109 USA
[2] McGill Univ, Dept Elect & Comp Engn, Montreal, PQ H3A 2A7, Canada
关键词
Decentralized control; Markov decision theory; non-classical information structures; stochastic control; team theory; DECENTRALIZED STOCHASTIC-CONTROL;
D O I
10.1109/TAC.2010.2089381
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
The n-step delayed sharing information structure is investigated. This information structure comprises of controllers that share their information with a delay of time steps. This information structure is a link between the classical information structure, where information is shared perfectly between the controllers, and a non-classical information structure, where there is no "lateral" sharing of information among the controllers. Structural results for optimal control strategies for systems with such information structures are presented. A sequential methodology for finding the optimal strategies is also derived. The solution approach provides an insight for identifying structural results and sequential decomposition for general decentralized stochastic control problems.
引用
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页码:1606 / 1620
页数:15
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