| 引用本文: | 曾晓军, 郑应平.非部分嵌套信息结构的LQG动态队决策问题的可解性（I）*[J].控制理论与应用,1989,6(2):8~16.[点击复制] |
| Zeng Xiaojun,Zheng Yingping.The Solvability of Dynamic LQG Team Decision Problems with Nonnested Information Structure(I)[J].Control Theory and Technology,1989,6(2):8~16.[点击复制] |
|
| 非部分嵌套信息结构的LQG动态队决策问题的可解性（I）* |
| The Solvability of Dynamic LQG Team Decision Problems with Nonnested Information Structure(I) |
| 摘要点击 966 全文点击 457 投稿时间：1987-06-15 修订日期：1988-04-09 |
| 查看全文 查看/发表评论 下载PDF阅读器 |
| DOI编号 |
| 1989,6(2):8-16 |
| 中文关键词 |
| 英文关键词 |
| 基金项目 |
|
| 中文摘要 |
| 本文讨论非部分嵌套信息结构的LQG动态队策略问题，文中首先给出了最优策略存在的充分条件，并证明当这一条件成立时存在一个线性的最优策略并给出这一策略明显的表达式。齐次通过引入“部分控制嵌入”的信息结构模式，证明了对具有“部分控制嵌入”信息结构的LQG动态队问题，上述充分条件同时也是必要的。当这一条件不成立时，给出了目标函数的下确界，这一下确界可用来作为ε选取次优策略的根据。 |
| 英文摘要 |
| This paper discusses the dynamic LQG team problems with nonnested information structure. At first, a sufficient condition for the existence of optimal strategy is given, and when this condition is satisfied, it is shown that there exists a linear optimal strategy and the explicit expression of this optimal strategy is obtained. Next, by introducing “Partial control nested” information structure, it is proved that the above sufficient condition is also necessary for the dynamic LQG team problems with “partial control nested” information structure. When this condition is not valid, the tight lower bound of the objective function is given, which can be used to choose ε-suboptimal strategies. |
|
|
|
|
|