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arXiv · 1308.5042

An approximate solution to the decentralized two-controller infinite-horizon scalar LQG problem: Part II- slow dynamics

Se Yong Park·Anant Sahai
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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.

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Se Yong Park, Anant Sahai. 2013-08-23. An approximate solution to the decentralized two-controller infinite-horizon scalar LQG problem: Part II- slow dynamics. https://arxiv.org/abs/1308.5042

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