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A bound for a class of non-nested LQG team problems

Authors
Journal
Automatica
0005-1098
Publisher
Elsevier
Publication Date
Volume
22
Issue
3
Identifiers
DOI: 10.1016/0005-1098(86)90037-3
Keywords
  • Game Theory
  • Team Theory

Abstract

Abstract A new method is presented to find a lower bound for a class of non-nested LQG team problems. This is achieved by: firstly, transforming the cost function into three decoupled components; secondly, decoupling the three subproblems via a power constraint; and thirdly, obtaining the lower bound of the original problem from an associated parameter optimization problem, which glues the subproblems together.

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