Abstract
Let Λ and Σ be positive-definite matrices of dimensions n×n and m×n. Then, this paper considers the problem of minimizing Tr[Λ(I+C′C)-1] over all m×n real matrices and under the constraint Tr[ΣCC′]≥1. The solution is obtained rigorously and without a priori employing the Lagrange multipliers technique. An application of this result to a decentralized team problem which involves joint estimation and control and with signaling strategies is also discussed.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 343-359 |
| Number of pages | 17 |
| Journal | Journal of Optimization Theory and Applications |
| Volume | 31 |
| Issue number | 3 |
| DOIs | |
| State | Published - Jul 1980 |
| Externally published | Yes |
Keywords
- Nonlinear programming
- nonclassical information
- quadratic inequality constraints
- signaling strategies
- team problems
ASJC Scopus subject areas
- Control and Optimization
- Management Science and Operations Research
- Applied Mathematics