Optimal Control of a Fully Decentralized Quadratic Regulator
In this paper, we consider a fully decentralized control problem with two dynamically decoupled agents. The objective is to design a state-feedback controller for each agent such that a global quadratic cost is minimized. No communication, explicit or implicit, is permitted between the agents. However, the performance of the agents is coupled via the cost function as well as the process noise. We
