Optimal Control Strategies in Delayed Sharing Information Structures

TL;DR

This paper studies optimal control in systems where multiple controllers share information with a delay, bridging classical and non-classical structures, and introduces a sequential method for deriving optimal strategies.

Contribution

It provides structural results and a sequential methodology for optimal control in delayed sharing information structures, advancing understanding of decentralized stochastic control.

Findings

Structural results for delayed sharing information structures.

A sequential approach to find optimal control strategies.

Insights into decomposing complex decentralized control problems.

Abstract

The $n$-step delayed sharing information structure is investigated. This information structure comprises of $K$ controllers that share their information with a delay of $n$ time steps. This information structure is a link between the classical information structure, where information is shared perfectly between the controllers, and a non-classical information structure, where there is no "lateral" sharing of information among the controllers. Structural results for optimal control strategies for systems with such information structures are presented. A sequential methodology for finding the optimal strategies is also derived. The solution approach provides an insight for identifying structural results and sequential decomposition for general decentralized stochastic control problems.