Two-player paper appears in TAC

The paper “Optimal Control of Two-Player Systems with Output Feedback” by me and Sanjay Lall will appear in the August 2015 issue of the IEEE Transactions on Automatic Control. The paper derives an analytical expression for the optimal LQG controller in perhaps the simplest decentralized architecture: two players with unidirectional information sharing between them. The centralized (single-player) version of this problem leads to a classical result in control theory: the separation principle. Although this principle does not hold for decentralized problems, we nevertheless recover a very elegant structure for the optimal controller. The controller’s state dimension is twice that of the plant, since two different state estimates must be maintained. Surprisingly, the computational effort required to find the optimal decentralized controller is comparable to the effort required for the centralized case. I am currently working on extensions of this result to architectures involving multiple players. A more spaced-out and legible version of the paper is also available on arXiv, and the final published version of the paper is available here.