Abstract

For a linear-quadratic-Gaussian (LQG) team control problem characterized by a partial nestedness of the information structure, and by the existence of a common past information set previous results have established the existence of a sufficient statistic. Since, even under the assumptions made, the determination of optimal strategies over an infinite control horizon remains a difficult problem, the use of a receding horizon control scheme is considered. Unfortunately, the use of such a scheme within a decentralized control framework still yields, in general, time-varying strategies. A condition for the existence of stationary team optimal receding horizon strategies is provided.< <ETX xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">&gt;</ETX>

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