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 language | English (US) |
|---|---|
| Pages (from-to) | 667-671 |
| Number of pages | 5 |
| Journal | Proceedings of the IEEE Conference on Decision and Control |
| Volume | 2 |
| DOIs | |
| State | Published - 1979 |
| Externally published | Yes |
| Event | Proc IEEE Conf Decis Control Incl Symp Adapt Processes 18th - Fort Lauderdale, FL, USA Duration: Dec 12 1979 → Dec 14 1979 |
ASJC Scopus subject areas
- Control and Systems Engineering
- Modeling and Simulation
- Control and Optimization