On the existence of stationary optimal receding-horizon strategies for dynamic teams with common past information structures

摘要

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.