An Example of Decentralization in Observing and Controlling a Linear Stochastic System,
Abstract
Optimal control and measurement stragies are considered for stochastic linear dynamic systems with agents having non-identical information, such that one generates the measurement policy and the other the control policy. It is shown that the derivation of the optimal measurement policy requires on-line optimization in this decentralized system. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Dec 01, 1972
- Accession Number
- AD0754984
Entities
People
- Riccardo Zoppoli
Organizations
- University of California, Los Angeles