2013/05/20 by Charalambos D. Charalambous, Themistoklis Charalambous, Charalambous, Charalambos D. +3
Computer Science · Engineering · #Distributed Sensor Networks and Detection Algorithms #FOS: Mathematics #Fault Detection and Control Systems #Optimization and Control (math.OC) #Target Tracking and Data Fusion in Sensor Networks
paper · pdf · doi:10.48550/arxiv.1305.4468
openalex publication_date 2013/05/20 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
In this paper, we derive team and person-by-person optimality conditions for distributed differential decision systems with different or decentralized information structures. The necessary conditions of optimality are given in terms of Hamiltonian system of equations consisting of a coupled backward and forward differential equations and a Hamiltonian projected onto the subspace generated by the decentralized information structures. Under certain global convexity conditions it is shown that the optimality conitions are also sufficient.