Elsevier

Automatica

Volume 22, Issue 3, May 1986, Pages 377-379
Automatica

Brief paper
A bound for a class of non-nested LQG team problems

https://doi.org/10.1016/0005-1098(86)90037-3Get rights and content

Abstract

A new method is presented to find a lower bound for a class of non-nested LQG team problems. This is achieved by: firstly, transforming the cost function into three decoupled components; secondly, decoupling the three subproblems via a power constraint; and thirdly, obtaining the lower bound of the original problem from an associated parameter optimization problem, which glues the subproblems together.

References (4)

  • G. Hexner

    Redundancy and decoupling of information in two person quadratic optimization problems

  • Y.C. Ho et al.

    Team decision theory and information structures in optimal control problems—part I

    IEEE Trans. Aut. Control

    (1972)
There are more references available in the full text version of this article.

The original version of this paper was not presented at any IFAC meeting. This paper was recommended for publication in revised form by Associate Editor T. Başar under the direction of Editor A. Sage. This work was partly supported by NSF Grant ECS-82-13680 and ECS-85-04133.

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