Abstract
We consider a stochastic dynamic team problem with two controllers and nonclassical information, which can be viewed as the transmission of a garbled version of a Gaussian message over a number of noisy channels under a fidelity criterion. We show that the optimum solution (under a quadratic loss functional) consists of linearly transforming the garbled message to a certain (optimum) power level P* and then optimally decoding it by using a linear transformation at the receiving end. The power level P* is determined by the solution of a fifth order algebraic equation. The paper also discusses an extension of this result to the case when the channel noise is correlated with the input random variable, and shows that for the single channel case the optimum solution is again linear.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 125-130 |
| Number of pages | 6 |
| Journal | Systems and Control Letters |
| Volume | 9 |
| Issue number | 2 |
| DOIs | |
| State | Published - Aug 1987 |
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Keywords
- Nonclassical information patterns
- Stochastic control
- Stochastic teams
ASJC Scopus subject areas
- Control and Systems Engineering
- Computer Science(all)
- Mechanical Engineering
- Electrical and Electronic Engineering
Cite this
Solutions to a class of linear-quadratic-Gaussian (LQG) stochastic team problems with nonclassical information. / Bansal, Rajesh; Başar, Tamer.
In: Systems and Control Letters, Vol. 9, No. 2, 08.1987, p. 125-130.Research output: Contribution to journal › Article
}
TY - JOUR
T1 - Solutions to a class of linear-quadratic-Gaussian (LQG) stochastic team problems with nonclassical information
AU - Bansal, Rajesh
AU - Başar, Tamer
PY - 1987/8
Y1 - 1987/8
N2 - We consider a stochastic dynamic team problem with two controllers and nonclassical information, which can be viewed as the transmission of a garbled version of a Gaussian message over a number of noisy channels under a fidelity criterion. We show that the optimum solution (under a quadratic loss functional) consists of linearly transforming the garbled message to a certain (optimum) power level P* and then optimally decoding it by using a linear transformation at the receiving end. The power level P* is determined by the solution of a fifth order algebraic equation. The paper also discusses an extension of this result to the case when the channel noise is correlated with the input random variable, and shows that for the single channel case the optimum solution is again linear.
AB - We consider a stochastic dynamic team problem with two controllers and nonclassical information, which can be viewed as the transmission of a garbled version of a Gaussian message over a number of noisy channels under a fidelity criterion. We show that the optimum solution (under a quadratic loss functional) consists of linearly transforming the garbled message to a certain (optimum) power level P* and then optimally decoding it by using a linear transformation at the receiving end. The power level P* is determined by the solution of a fifth order algebraic equation. The paper also discusses an extension of this result to the case when the channel noise is correlated with the input random variable, and shows that for the single channel case the optimum solution is again linear.
KW - Nonclassical information patterns
KW - Stochastic control
KW - Stochastic teams
UR - http://www.scopus.com/inward/record.url?scp=0023399811&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=0023399811&partnerID=8YFLogxK
U2 - 10.1016/0167-6911(87)90018-1
DO - 10.1016/0167-6911(87)90018-1
M3 - Article
AN - SCOPUS:0023399811
VL - 9
SP - 125
EP - 130
JO - Systems and Control Letters
JF - Systems and Control Letters
SN - 0167-6911
IS - 2
ER -