Linear quadratic team theory revisited

Abstract

A linear quadratic stochastic control problem is considered. The problem involves several different controllers acting as a team, but with access to different measurements. Under appropriate assumptions on communication delays between the controllers, a quadratic control objective can be optimized using finite-dimensional convex optimization. Versions of this problem has been discussed in economic literature, as well as in statistical decision theory. Some instances were solved in the 1960-70's, but significant progress on convexity properties and the role of communication delays has recently been made. In this paper a stochastic criterion is optimized subject to communication delays. Control of vehicle formations is considered as an example