Optimal Decisions with Limited Information : Overview

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# Optimal Decisions with Limited Information : Overview - PowerPoint PPT Presentation

Optimal Decisions with Limited Information : Overview. Geir E. Dullerud University of Illinois PhD Defense: Ather Gattami Lund Institute of Technology June 8, 2007. Optimal Decisions with Limited Information. Global objective to attain.

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## Optimal Decisions with Limited Information : Overview

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1. Optimal Decisions with Limited Information: Overview Geir E. Dullerud University of Illinois PhD Defense: Ather Gattami Lund Institute of Technology June 8, 2007

2. Optimal Decisions with Limited Information • Global objective to attain. • How can a team of decision makers, each with different information about the world, achieve the objective?

3. System Team Problems y u Formulation.

4. destination source network source destination Data networks: Internet Attempt to achieve globally optimal utility: • sources and destinations on edge of network • transmision rates based partial observations inside

5. Example: UAVs Teams Boeing picture of UAVs removed Cooperative vehicle teams: • Military • Civilian

6. Example: Power Networks • Mission critical on large geographic scale • local control and observation • global stability

7. System Team and Centralized Problems y u Formulation.

8. Team Example

9. Team Example

10. Theme to Thesis • First solve the static case • Then consider dynamic case • Restrict to non-signaling case • Show the dynamic case can be solved using static approach

11. Static and Dynamic Estimation

12. Single-Player Static Estimation: Minimax

13. Single-Player Static Estimation: Other costs Stochastic Estimation Error-Operator Minimization

14. Team Static Estimation: Minimax

15. Optimal Distributed Filtering • static problem can be used to solve a type of distributed filtering problem, in conjunction with Kalman filtering (infinite horizon) • works for both 2-norm and infinity norm on transfer functions

16. Stochastic Team Decisions

17. Static Stochastic Team Decision Problem

18. Static Stochastic Team Decision Problem

19. Signaling in Team Problems

20. Signaling Incentive

21. Distributed LQG Control

22. Distributed LQG Control

23. Minimax Team Decision

24. Static Minimax Team Decision Problem

25. Static Minimax Team Decision Problem

26. Distributed H Control

27. Distributed H Control