An approximate solution to the decentralized two-controller infinite-horizon scalar LQG problem: Part II- slow dynamics
Optimization and Control
2013-08-26 v1
Abstract
Continuing the first part of the paper, we consider scalar decentralized average-cost infinite-horizon LQG problems with two controllers. This paper focuses on the slow dynamics case when the eigenvalue of the system is small and prove that the single-controller optimal strategies ---linear strategies--- are constant ratio optimal among all distributed control strategies.
Keywords
Cite
@article{arxiv.1308.5042,
title = {An approximate solution to the decentralized two-controller infinite-horizon scalar LQG problem: Part II- slow dynamics},
author = {Se Yong Park and Anant Sahai},
journal= {arXiv preprint arXiv:1308.5042},
year = {2013}
}