Dynamic Programming Solutions for Decentralized State-Feedback LQG Problems with Communication Delays
- Lamperski, Andrew
- Doyle, John C.
Publication date
June 2012
DOI Publisher
Institute of Electrical and Electronics Engineers (IEEE)Abstract
This paper presents explicit solutions for a class of decentralized LQG problems in which players communicate their states with delays. A method for decomposing the Bellman equation into a hierarchy of independent subproblems is introduced. Using this decomposition, all of the gains for the optimal controller are computed from the solution of a single algebraic Riccati equation
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