On problems exhibiting a dual role of control

Rajesh Bansal, Tamer Basar

Research output: Contribution to journalConference article

Abstract

Some of the simplest classes of linear-quadratic-Gaussian (LQG) problems involving the dual role of control are studied. Neither analytical tools nor numerical methods are known to exist for such problems. This dual role signifies that in addition to minimizing a quadratic cost, the control explicitly determines the quality of information transmitted to the next stage. It is shown that indirect techniques (information-theoretic bounds or the construction of related zero-sum games) can be used to obtain the optimal solution for some classes of such problems; these optimal solutions are linear and can be found by solving a related parameter optimization problem. For other classes of problems it is established that nonlinear strategies indeed outperform the optimal linear strategies.

Original languageEnglish (US)
Pages (from-to)252-257
Number of pages6
JournalProceedings of the IEEE Conference on Decision and Control
StatePublished - Dec 1 1988
EventProceedings of the 27th IEEE Conference on Decision and Control - Austin, TX, USA
Duration: Dec 7 1988Dec 9 1988

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Numerical methods
Optimal Solution
Zero sum game
Parameter Optimization
Costs
Numerical Methods
Optimization Problem
Class
Strategy

ASJC Scopus subject areas

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

Cite this

On problems exhibiting a dual role of control. / Bansal, Rajesh; Basar, Tamer.

In: Proceedings of the IEEE Conference on Decision and Control, 01.12.1988, p. 252-257.

Research output: Contribution to journalConference article

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