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An Explicit Dynamic Programming Solution for a Decentralized Two-Player Optimal Linear-Quadratic Regulator
Programming Solution Two-Player
2015/6/19
We develop optimal controller synthesis algorithms for decentralized control problems, in which individual subsystems are connected over a network. We consider a simple information structure, consisti...
An Explicit State-Space Solution for a Decentralized Two-Player Optimal Linear-Quadratic Regulator
Two-Player State-Space Solution
2015/6/19
We develop controller synthesis algorithms for decentralized control problems, where individual subsystems are connected over a network. We focus on the simplest information structure, consisting of t...