Accession Number:

AD0754984

Title:

An Example of Decentralization in Observing and Controlling a Linear Stochastic System,

Descriptive Note:

Corporate Author:

CALIFORNIA UNIV LOS ANGELES DEPT OF SYSTEM SCIENCES

Personal Author(s):

• Zoppoli,Riccardo

Report Date:

1972-12-01

Pagination or Media Count:

15.0

Abstract:

Optimal control and measurement stragies are considered for stochastic linear dynamic systems with agents having non-identical information, such that one generates the measurement policy and the other the control policy. It is shown that the derivation of the optimal measurement policy requires on-line optimization in this decentralized system. Author

Descriptors:

• (*ADAPTIVE CONTROL SYSTEMS
• MATHEMATICAL MODELS)
• LINEAR SYSTEMS
• STOCHASTIC PROCESSES
• DYNAMIC PROGRAMMING
• INFORMATION THEORY
• NOISE
• DECISION THEORY
• OPTIMIZATION

Subject Categories:

• Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE