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A Dynamic Programming Algorithm for Decentralized Markov Decision Processes with a Broadcast Structure
Decentralized Markov Decision Algorithm
2015/6/19
We give an optimal dynamic programming algorithm to solve a class of finite-horizon decentralized Markov decision processes (MDPs). We consider problems with a broadcast information structure that con...
An Explicit Dynamic Programming Solution for a Decentralized Two-Player Optimal Linear-Quadratic Regulator
Programming Solution Two-Player
2015/6/19
We develop optimal controller synthesis algorithms for decentralized control problems, in which individual subsystems are connected over a network. We consider a simple information structure, consisti...
An Optimal Control Scheme for a Class of Discrete-Time Nonlinear Systems with Time Delays Using Adaptive Dynamic Programming
Adaptive dynamic programming approximate dynamic programming time delay
2009/9/9
In this paper, an optimal control scheme for a class of nonlinear systems with time delays in state and control variables with respect to a quadratic performance index function is proposed using a new...