A bound for a class of non-nested LQG team problems

DOI10.1016/0005-1098(86)90037-3MaRDI QIDQ1072907zbMATH OpenOpenAlexFDO

Authors T. S. Chang, Yu-Chi Ho

Publication date 1986

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0005-1098(86)90037-3

zbMATH Keywords

group decision makinglower boundnon-nested LQG team problems

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Decision theory (91B06) Group preferences (91B10)

Review text

A new method is presented to find a lower bound for a class of non-nested LQG team problems. This is achieved by: firstly, transforming the cost function into three decoupled components; secondly, decoupling the three subproblems via a power constraint; and thirdly, obtaining the lower bound of the original problem from an associated parameter optimization problem, which glues the subproblems together.

Recommendations

• Solutions to a class of linear-quadratic-Gaussian (LQG) stochastic team problems with nonclassical information
• Stochastic teams with nonclassical information revisited: When is an affine law optimal?
• Partially nested information structures with a common past
• On the existence of optimal policies for a class of static and sequential dynamic teams
• Asymptotic solutions to weakly coupled stochastic teams with nonclassical information

Cites work

• A Counterexample in Stochastic Optimum Control
• A differential game of incomplete information
• Team decision theory and information structures in optimal control problems--Part I
• Teams, signaling, and information theory

Cited in

(2)

• Nonlinear robust control and minimax team problems
• A Class of Team Problems with Discrete Action Spaces: Optimality Conditions Based on Multimodularity

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