抄録
This paper deals with the stochastic control of Linear systems with nonclassical hierachical information structures. Optimal control problems and optimum information processing problems are discussed under this information structure. Person-by-person optimality and optimality are defined, and a sufficient condition for person-by-person optimality is derived. A condition, under which the person-by-person optimal control and the optimal control coincide is also given. Using this condition it is shown that the linear-quadratic-Gaussian problem has solutions which are linear functions of the optimal estimates. As optimum information processing problems, the optimum adjustment of the information delays and the optimum timing of the observations are discussed.
To clarify the underlying ideas and to avoid inessential complexity of the formulas, only the two-controllers case will be considered in the main part of the paper. The extension to the multiple-controllers case is conceptually straightforward.
