### 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 |

State | Published - Jan 1 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 |

### Fingerprint

### ASJC Scopus subject areas

- Control and Systems Engineering
- Modeling and Simulation
- Control and Optimization

### Cite this

*Proceedings of the IEEE Conference on Decision and Control*,

*2*, 667-671.

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

Research output: Contribution to journal › Conference article

*Proceedings of the IEEE Conference on Decision and Control*, vol. 2, pp. 667-671.

}

TY - JOUR

T1 - EXTENSION OF RADNER'S THEOREM TO CONTINUOUS-TIME SYSTEMS.

AU - Bagchi, Arunabha

AU - Basar, Tamer

PY - 1979/1/1

Y1 - 1979/1/1

N2 - 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.

AB - 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.

UR - http://www.scopus.com/inward/record.url?scp=0018679245&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=0018679245&partnerID=8YFLogxK

M3 - Conference article

AN - SCOPUS:0018679245

VL - 2

SP - 667

EP - 671

JO - Proceedings of the IEEE Conference on Decision and Control

JF - Proceedings of the IEEE Conference on Decision and Control

SN - 0191-2216

ER -