I attended the 52nd IEEE Conference on Decision and Control in Florence, Italy. On the right is a photo of the Duomo as viewed from the top of the neighboring Campanile bell tower. At the conference, I presented a paper entitled “Structural results and explicit solution for two-player LQG systems on a finite time horizon”. The paper, co-authored with Ashutosh Nayyar, solves a two-player decentralized control problem on a finite horizon by first determining the optimal structure and then computing the associated gains. Key features of this work are that: the structural result has a particularly simple derivation, and the gains can be computed as efficiently as if the problem had been centralized. We are currently working on generalizing these results so that they could apply to problems with more than two players. Slides are available here. CDC’13 in Florence
I attended the 52nd IEEE Conference on Decision and Control in Florence, Italy. On the right is a photo of the Duomo as viewed from the top of the neighboring Campanile bell tower. At the conference, I presented a paper entitled “Structural results and explicit solution for two-player LQG systems on a finite time horizon”. The paper, co-authored with Ashutosh Nayyar, solves a two-player decentralized control problem on a finite horizon by first determining the optimal structure and then computing the associated gains. Key features of this work are that: the structural result has a particularly simple derivation, and the gains can be computed as efficiently as if the problem had been centralized. We are currently working on generalizing these results so that they could apply to problems with more than two players. Slides are available here.