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

Rajesh Bansal, Tamer Basar

Research output: Contribution to journalConference article

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 languageEnglish (US)
Pages (from-to)1102-1103
Number of pages2
JournalProceedings of the IEEE Conference on Decision and Control
DOIs
StatePublished - 1987

ASJC Scopus subject areas

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

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