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The optimal linear solution of a symmetric team control problem

Published online by Cambridge University Press:  14 July 2016

P. Whittle  and
J. Rudge
P. Whittle
Affiliation:
University of Cambridge
J. Rudge
Affiliation:
University of Cambridge
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Abstract

An optimal linear control (4) is deduced for the symmetric team control problem specified by relations (1)–(3). The generating function (6) for the optimal operator is in general irrational if there is more than one agent (controller), indicating that the recursions associated with effective state estimation are no longer of finite order, as in the single-agent case.

Keywords

SEQUENTIAL GAMESLQG GAMESTEAM CONTROL
Type
Short Communications
Information
Journal of Applied Probability , Volume 11 , Issue 2 , June 1974 , pp. 377 - 381
Copyright
Copyright © Applied Probability Trust 1974 

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References

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