Simultaneous Design of Communication Strategies and Control Policies in Stochastic Systems

We consider the problem of simultaneously designing communication strategies and control policies in decentralized stochastic systems. Such problems are difficult to solve, mainly because of the nonclassical nature of their information structure. We have identified classes of such problems with linear dynamics, quadratic loss functionals and Gaussian statistics for which the optimality of linear strategies can be established. The general approach used consists of first finding a lower bond on the cost, and then constructing joint strategies that attain this lower bound. For some instances of the cases where linear strategies fail to provide globally optimal solutions, explicit nonlinear strategies are obtained that demonstrate the inferiority of linear designs. The problems studied in this thesis can be viewed as important prototype problems, which are essential building blocks for a general theory of multistage distributed decision making under nonclassical information, and possibly partial statistical description. We have obtained some fundamental results for two-stage stochastic teams, and have made contributions towards the development of a general theory of multistage (finite and infinite horizon) stochastic control and team problems with nonclassical information, in which the control (decision) variable affects not only the state trajectory but also the quality of information that is available to the decision makers.

Name thesis:degree_name

Ph.D.

Level thesis:degree_level

Dissertation

Discipline thesis:degree_discipline

Electrical Engineering

Grantor

University of Illinois at Urbana-Champaign

Year dc:date

2014

Author dc:creator

• Bansal, Rajesh C.

Contributors dc:contributor

• Basar, Tamer

• Engineering, Electronics and Electrical

Identifier

(UMI)AAI8908617

OAI identifier oai:identifier

oai:www.ideals.illinois.edu:2142/69406