Distributed Stochastic Control: A Team Theoretic Approach
نویسنده
چکیده
We consider the problem of stochastic control under constraints on the information structure. We review some old results from static team theory, where new simple proofs are given. The signalling phenomenon in distributed optimal linear quadratic Gaussian control plays a central role because of the complexity it implicates. Necessary and sufficient conditions for eliminating the signalling incentive are given in terms of the interconnection structure.
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تاریخ انتشار 2006