Optimal performance of networked control systems with nonclassical information structures

DOI10.1137/060678130MaRDI QIDQ3566968zbMATH OpenOpenAlexFDO

Authors Aditya Mahajan, Demosthenis Teneketzis

Publication date 10 June 2010

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0709.3753, https://semanticscholar.org/paper/4c8b1cb24ed9201c021040cdcb8cbf6d1a8005b2

zbMATH Keywords

common knowledgedecentralized optimal controldynamic teamsnonclassical information structuresoptimal control over noisy communicationsequential stochastic control

Mathematics Subject Classification ID

Problems with incomplete information (optimization) (49N30) Sufficient statistics and fields (62B05) Decentralized systems (93A14) Stochastic systems in control theory (general) (93E03) Optimal stochastic control (93E20)

Abstract: We consider a real-time communication system with noisy feedback consisting of a Markov source, a forward and a backward discrete memoryless channels, and a receiver with finite memory. The objective is to design an optimal communication strategy (that is, encoding, decoding, and memory update strategies) to minimize the total expected distortion over a finite horizon. We present a sequential decomposition for the problem, which results in a set of nested optimality equations to determine optimal communication strategies. This provides a systematic methodology to determine globally optimal joint source-channel encoding and decoding strategies for real-time communication systems with noisy feedback.

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(13)

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