{"title":"Decentralized Control for Continuous-Time Stochastic Systems With Asymmetric Information Controllers","authors":"Qingyuan Qi, Qing Chang, Yue Sun","doi":"10.1002/rnc.70364","DOIUrl":null,"url":null,"abstract":"<div>\n \n <p>This article solves the decentralized optimal control problem for Itô stochastic systems where two controllers can access different information sets due to transmission delay. In contrast to the existing literature, the dynamics of the system involves two controllers with different information structure, which poses challenges in solving the optimal control strategy. In this paper, by adopting variational methods, the necessary and sufficient solvability conditions in terms of delayed forward and backward stochastic differential equations (D-FBSDEs) are derived for the problem considered. Furthermore, by decoupling these D-FBSDEs, a novel decentralized control strategy is derived. Finally, a numerical example demonstrates the effectiveness of the proposed methods and results.</p>\n </div>","PeriodicalId":50291,"journal":{"name":"International Journal of Robust and Nonlinear Control","volume":"36 7","pages":"3883-3895"},"PeriodicalIF":3.2000,"publicationDate":"2026-04-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"International Journal of Robust and Nonlinear Control","FirstCategoryId":"94","ListUrlMain":"https://onlinelibrary.wiley.com/doi/10.1002/rnc.70364","RegionNum":3,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"2026/1/15 0:00:00","PubModel":"Epub","JCR":"Q2","JCRName":"AUTOMATION & CONTROL SYSTEMS","Score":null,"Total":0}
引用次数: 0
Abstract
This article solves the decentralized optimal control problem for Itô stochastic systems where two controllers can access different information sets due to transmission delay. In contrast to the existing literature, the dynamics of the system involves two controllers with different information structure, which poses challenges in solving the optimal control strategy. In this paper, by adopting variational methods, the necessary and sufficient solvability conditions in terms of delayed forward and backward stochastic differential equations (D-FBSDEs) are derived for the problem considered. Furthermore, by decoupling these D-FBSDEs, a novel decentralized control strategy is derived. Finally, a numerical example demonstrates the effectiveness of the proposed methods and results.
期刊介绍：
Papers that do not include an element of robust or nonlinear control and estimation theory will not be considered by the journal, and all papers will be expected to include significant novel content. The focus of the journal is on model based control design approaches rather than heuristic or rule based methods. Papers on neural networks will have to be of exceptional novelty to be considered for the journal.
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