Abstract
The decentralized control of discrete time stochastic linear systems is considered in this paper. The decentralized control laws are obtained by determining a sequential Nash equilibrium point for a set of quadratic cost functions. In the absence of disturbances, the Nash equilibrium set has the property of driving the state of the closed-loop system to the origin in finite time or asymptotically. In addition, the control law is a linear function of the instantaneous output measurements and can be computed on-line using relatively simple algorithms.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
