@inproceedings{02fa266e0c3246849e270ef9cef23dba,
title = "Optimal decentralized control of a stochastically switched system with local parameter knowledge",
abstract = "This paper considers an optimal decentralized control problem for a linear system with stochastically switched input/output matrices depending on local parameters. These stochastic parameters are assumed independent in time and available instantaneously to the local controller but with a one time step delay to the other. We first solve this problem for the case of a single time step and show that the optimal policy can be reached through iterating the best responses of each player. For the optimal multiple step problem, a dynamic programming approach is employed while using the result of the one step control at each step.",
author = "Anshuman Mishra and Cedric Langbort and Dullerud, {Geir E.}",
year = "2013",
doi = "10.23919/ecc.2013.6669819",
language = "English (US)",
isbn = "9783033039629",
series = "2013 European Control Conference, ECC 2013",
publisher = "IEEE Computer Society",
pages = "75--80",
booktitle = "2013 European Control Conference, ECC 2013",
note = "2013 12th European Control Conference, ECC 2013 ; Conference date: 17-07-2013 Through 19-07-2013",
}