Optimal control for stochastic systems with multiple controllers of different information structures

• Main Authors: Qi, Qingyuan, Xie, Lihua, Zhang, Huanshui
• Other Authors: School of Electrical and Electronic Engineering
• Format: Article
• Language: English
• Published: 2022
• Subjects: Engineering::Electrical and electronic engineering; Different Information Structures; Multiple Controllers
• Online Access: https://hdl.handle.net/10356/159490
• Institution: Nanyang Technological University

In this article, we investigate the optimal linear quadratic control problem for stochastic systems with multiple controllers, where each controller has its own information structure, which differs from each other. More specifically, we consider the optimal control problem for systems with multiple...