Solution of some nonclassical LQG stochastic decision problems

DOI10.1109/TAC.1974.1100498MaRDI QIDQ4058595zbMATH OpenFDO

Authors Michael Athans, Nils R. jun. Sandell

Publication date 1974

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TAC.1974.1100498

Mathematics Subject Classification ID

Decision theory (91B06) Optimal stochastic control (93E20)

Cited in

(16)

• Optimization methods in multilevel systems: A methodological survey
• A multimodel approach to stochastic team problems
• On the periodic coordination of linear stochastic systems
• Separation of estimation and control for decentralized stochastic control systems
• Decentralized and hierarchical control under consistency or disagreement of interests
• LQG dynamic games with a control-sharing information pattern
• Optimal control of systems with delayed observation sharing patterns via input--output methods
• Decentralized optimality conditions of stochastic differential decision problems via Girsanov's measure transformation
• Control theory with information structures
• scientific article; zbMATH DE number 7625165 (Why is no real title available?)
• Suboptimal decentralized control over noisy communication channels
• scientific article; zbMATH DE number 6026890 (Why is no real title available?)
• Distributed infinite‐horizon optimal control of continuous‐time linear systems over network
• Best linear controllers for decentralized linear quadratic systems
• Optimal decentralized state-feedback control with sparsity and delays
• Simultaneous design of measurement and control strategies for stochastic systems with feedback

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