Joint Communication-Control Strategy Optimization with Partially Nested Information Structures: The Linear-Quadratic Case
Haoyi You, Kaiqing Zhang
原文摘要
In this paper, we formalize a joint communication-control strategy optimization (JCCO) problem in multi-agent linear systems with quadratic costs, under the common-information-based (CIB) framework from decentralized stochastic control. For computational tractability, we focus on such JCCO problems with partially nested (PN) information structures (ISs). In particular, with a baseline communication protocol that leads to a PN IS, we establish a series of conditions under which the partial nestedness is preserved under the (additional) communication strategies to be optimized, while violating them may cause nonlinearity or non-existence of the optimal control strategies, with open-loop communication strategies. Under these conditions, we then develop a dynamic-programming-based approach to compute the optimal control strategies of JCCO with open-loop communication strategies, which yields a set of closed-form Riccati Equations. As a byproduct of independent interest, such an approach also offers a new way to solve decentralized linear-quadratic control with PN ISs and output feedback, under the CIB framework and the aforementioned conditions. Finally, we extend such an approach to JCCOs with closed-loop communication strategies, yielding a more tractable dynamic program than an infinite-dimensional CIB-belief-based one.
eess.SY · cs.MA · math.OC