### Abstract

A stochastic dynamic team problem with two controllers and nonclassical information is considered 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. It is shown 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. P* is determined by the solution of a fifth-order algebraic equation. An extension of this result to the case when the channel noise is correlated with the input random variable is discussed, and it is shown that for the single-channel case the optimum solution is again linear.

Original language | English (US) |
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Pages (from-to) | 1102-1103 |

Number of pages | 2 |

Journal | Proceedings of the IEEE Conference on Decision and Control |

State | Published - Dec 1 1987 |

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### ASJC Scopus subject areas

- Chemical Health and Safety
- Control and Systems Engineering
- Safety, Risk, Reliability and Quality

### Cite this

**SOLUTIONS TO A CLASS OF LINEAR-QUADRATIC-GAUSSIAN (LQG) STOCHASTIC TEAM PROBLEMS WITH NONCLASSICAL INFORMATION.** / Bansal, Rajesh; Basar, M Tamer.

Research output: Contribution to journal › Conference article

}

TY - JOUR

T1 - SOLUTIONS TO A CLASS OF LINEAR-QUADRATIC-GAUSSIAN (LQG) STOCHASTIC TEAM PROBLEMS WITH NONCLASSICAL INFORMATION.

AU - Bansal, Rajesh

AU - Basar, M Tamer

PY - 1987/12/1

Y1 - 1987/12/1

N2 - A stochastic dynamic team problem with two controllers and nonclassical information is considered 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. It is shown 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. P* is determined by the solution of a fifth-order algebraic equation. An extension of this result to the case when the channel noise is correlated with the input random variable is discussed, and it is shown that for the single-channel case the optimum solution is again linear.

AB - A stochastic dynamic team problem with two controllers and nonclassical information is considered 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. It is shown 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. P* is determined by the solution of a fifth-order algebraic equation. An extension of this result to the case when the channel noise is correlated with the input random variable is discussed, and it is shown that for the single-channel case the optimum solution is again linear.

UR - http://www.scopus.com/inward/record.url?scp=0023581507&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=0023581507&partnerID=8YFLogxK

M3 - Conference article

AN - SCOPUS:0023581507

SP - 1102

EP - 1103

JO - Proceedings of the IEEE Conference on Decision and Control

JF - Proceedings of the IEEE Conference on Decision and Control

SN - 0191-2216

ER -