Optimal Control Strategies in Delayed Sharing Information Structures

Abstract

The $n$-step delayed sharing information structure is investigated. This information structure comprises of $K$ controllers that share their information with a delay of $n$ time steps. This information structure is a link between the classical information structure, where information is shared perfectly between the controllers, and a non-classical information structure, where there is no "lateral" sharing of information among the controllers. Structural results for optimal control strategies for systems with such information structures are presented. A sequential methodology for finding the optimal strategies is also derived. The solution approach provides an insight for identifying structural results and sequential decomposition for general decentralized stochastic control problems.

Sumbitted to IEEE Transactions on automatic control

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