Static decentralized team problems: Sufficient conditions, algorithms, and the exponential cost criterion

J. Krainak, J. Speyer, S. Marcus
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Abstract

The stationary conditions of Radner are shown under relaxed conditions to be sufficient for the global optimum of the static team problem with convex cost. This extension of Radner's theorem establishes the global optimality of the optimal affine laws for the exponential of a quadratic performance index. A formulation of the team problem as a constrained parameter optimization problem simplifies the derivation of the necessary conditions for optimal affine team laws. The solution of this constrained problem expresses the optimal decentralized team control law as an explicit projection of the optimal centralized law for both the quadratic and the exponential of a quadratic performance indices.
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静态分散团队问题:充分条件、算法和指数成本准则
在松弛条件下,Radner的平稳条件是具有凸代价的静态团队问题全局最优解的充分条件。Radner定理的推广,建立了二次型性能指标指数的最优仿射律的全局最优性。将团队问题表述为约束参数优化问题,简化了最优仿射团队律必要条件的推导。该约束问题的解将最优分散团队控制律表示为最优集中律对二次型绩效指标和指数型绩效指标的显式投影。
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