Dynamic programming solutions for decentralized state-feedback LQG problems with communication delays

This paper presents explicit solutions for a class of decentralized LQG problems in which players communicate their states with delays. A method for decomposing the Bellman equation into a hierarchy of independent subproblems is introduced. Using this decomposition, all of the gains for the optimal controller are computed from the solution of a single algebraic Riccati equation. © 2012 AACC American Automatic Control Council).