NDLI: Centralized and decentralized solutions of the linear-exponential-Gaussian problem

Content Provider	IEEE Xplore Digital Library
Author	Chih-Hai Fan Speyer, J.L. Jaensch, C.R.
Copyright Year	1963
Abstract	A particular class of stochastic control problems constrained to different information patterns is considered. This class consists of minimizing the expectation of an exponential cost criterion with quadratic argument subject to a discrete-time Gauss-Markov dynamic system, i.e., the linear-exponential-Gaussian (LEG) control problem. Besides the one-step delayed information pattern previously considered, the classical and the one-step delayed information-sharing (OSDIS) patterns are assumed. After determining the centralized controller based upon the classical information pattern, the optimal decentralized controller based upon the OSDIS pattern and the solution to a static team problem is found to be affine. A unifying approach to determine controllers based upon these three information patterns is obtained by noting that the value of a quadratic exponent of an exponential function is independent of the information structure. Both necessary and sufficient conditions for the controllers to be minimizing are obtained regardless of the exponential form. The negative exponential form is included which is unimodal but not convex.<>
Sponsorship	IEEE Control Systems Society
Starting Page	1986
Ending Page	2003
Page Count	18
File Size	1626326
File Format	PDF
ISSN	00189286
Volume Number	39
Issue Number	10
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	1994-10-01
Publisher Place	U.S.A.
Access Restriction	One Nation One Subscription (ONOS)
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Leg Costs Delay Centralized control Control systems Jacobian matrices Optimal control Aerospace engineering Stochastic processes Strain control
Content Type	Text
Resource Type	Article
Subject	Control and Systems Engineering Electrical and Electronic Engineering Computer Science Applications

Sl.	Authority	Responsibilities	Communication Details
1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
5	Website/Portal (Helpdesk)	Queries regarding NDLI and its services	support@ndl.gov.in
6	Contents and Copyright Issues	Queries related to content curation and copyright issues	content@ndl.gov.in
7	National Digital Library of India Club (NDLI Club)	Queries related to NDLI Club formation, support, user awareness program, seminar/symposium, collaboration, social media, promotion, and outreach	clubsupport@ndl.gov.in
8	Digital Preservation Centre (DPC)	Assistance with digitizing and archiving copyright-free printed books	dpc@ndl.gov.in
9	IDR Setup or Support	Queries related to establishment and support of Institutional Digital Repository (IDR) and IDR workshops	idr@ndl.gov.in

Decentralized solutions of the linear-exponential-Gaussian problem

Centralized and decentralized stochastic control problems with an exponential cost criterion

Linear-Exponential-Quadratic Gaussian Control

Optimal stochastic linear systems with exponential performance criteria and their relation to deterministic differential games

On a result in stochastic optimal control

Some properties of solutions to linear-exponential-Gaussian problems

Optimal Tracking Problem for Stochastic Linear Using Exponential Performance Criterion

Implementation of efficient algorithms for globally optimal trajectories

Centralized and decentralized control schemes for Gauss-Poisson processes

Centralized and decentralized solutions of the linear-exponential-Gaussian problem

Similar Documents

Decentralized solutions of the linear-exponential-Gaussian problem

Centralized and decentralized stochastic control problems with an exponential cost criterion

Linear-Exponential-Quadratic Gaussian Control

Optimal stochastic linear systems with exponential performance criteria and their relation to deterministic differential games

On a result in stochastic optimal control

Some properties of solutions to linear-exponential-Gaussian problems

Optimal Tracking Problem for Stochastic Linear Using Exponential Performance Criterion

Implementation of efficient algorithms for globally optimal trajectories

Centralized and decentralized control schemes for Gauss-Poisson processes

Centralized and decentralized solutions of the linear-exponential-Gaussian problem