Abstract
We consider a dynamic finite-horizon multi-agent stochastic team problem. If the agents of the team do not share their observations with each other and do not recall their past observations, and the cost function of the team has a certain structure, then under certain technical conditions, the dynamic team is shown to admit a team-optimal solution in deterministic strategies of the agents. Consequently, we show that several dynamic LQG teams admit team-optimal solutions, and this class includes the celebrated Witsenhausen's counterexample, the Gaussian test channel, the Gaussian relay channel, and multi-dimensional versions of these dynamic teams.
Original language | English (US) |
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Article number | 7039641 |
Pages (from-to) | 1681-1686 |
Number of pages | 6 |
Journal | Proceedings of the IEEE Conference on Decision and Control |
Volume | 2015-February |
Issue number | February |
DOIs | |
State | Published - Jan 1 2014 |
Externally published | Yes |
Event | 2014 53rd IEEE Annual Conference on Decision and Control, CDC 2014 - Los Angeles, United States Duration: Dec 15 2014 → Dec 17 2014 |
ASJC Scopus subject areas
- Control and Systems Engineering
- Modeling and Simulation
- Control and Optimization