Optimal Control Strategies in Delayed Sharing Information Structures

Details Optimal Control Strategies in Delayed Sharing Information Structures Optimal Control Strategies in Delayed Sharing Information Structures

2010-02-22

arxiv.org/abs/1002.4172v1

Computer Science

Other Computer Science

Sumbitted to IEEE Transactions on automatic control

Scientific paper

10.1109/TAC.2010.2089381

The $n$-step delayed sharing information structure is investigated. This information structure comprises of $K$ controllers that share their information with a delay of $n$ time steps. This information structure is a link between the classical information structure, where information is shared perfectly between the controllers, and a non-classical information structure, where there is no "lateral" sharing of information among the controllers. Structural results for optimal control strategies for systems with such information structures are presented. A sequential methodology for finding the optimal strategies is also derived. The solution approach provides an insight for identifying structural results and sequential decomposition for general decentralized stochastic control problems.

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