EXTENSION OF RADNER'S THEOREM TO CONTINUOUS-TIME SYSTEMS.

Arunabha Bagchi, M Tamer Basar

Research output: Contribution to journalConference article

Abstract

A counterpart of the well-known result of Radner on quadratic static teams is obtained for M-member continuous-time LQ static team problems when the statistics of the random variables involved are not necessarily Gaussian. An iterative convergent scheme is developed, which, in the limit, yields the optimal team strategies. For the special case of Gaussian distributions, the team-optimal solution is affine in the static information available to each DM, and for the further special case when the team cost function does not penalize the intermediate values of the state, the optimal strategies can be obtained by solving a Liapunov-type time-invariant matrix equation.

Original languageEnglish (US)
Pages (from-to)667-671
Number of pages5
JournalProceedings of the IEEE Conference on Decision and Control
Volume2
StatePublished - Jan 1 1979
Externally publishedYes
EventProc IEEE Conf Decis Control Incl Symp Adapt Processes 18th - Fort Lauderdale, FL, USA
Duration: Dec 12 1979Dec 14 1979

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Continuous time systems
Continuous-time Systems
Gaussian distribution
Random variables
Cost functions
Statistics
Theorem
Optimal Strategy
Matrix Equation
Cost Function
Continuous Time
Optimal Solution
Random variable
Invariant

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Modeling and Simulation
  • Control and Optimization

Cite this

EXTENSION OF RADNER'S THEOREM TO CONTINUOUS-TIME SYSTEMS. / Bagchi, Arunabha; Basar, M Tamer.

In: Proceedings of the IEEE Conference on Decision and Control, Vol. 2, 01.01.1979, p. 667-671.

Research output: Contribution to journalConference article

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