抄録
This paper deals with an optimal control problem of a discrete-time linear stochastic system with two control stations, each of which can make certain noisy measurements of the state of the system. These two stations cooperate in trying to minimize the same performance index, but do not exchange information. Certain constraints are imposed on the control structure, and so our problem is to determine the optimal values of the structure parameters of the stations.
Weak separability is introduced as an extended concept of the separation theorem, and sufficient conditions for the problem to be weakly separable are obtained. The usefulness of the concept is illustrated by several numerical examples.
