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Simultaneous communication and control

Published online by Cambridge University Press:  01 July 2016

P. Whittle  and
J. F. Rudge
P. Whittle
Affiliation:
University of Cambridge
J. F. Rudge
Affiliation:
University of Cambridge
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Abstract

A dynamic co-operative two-person game with imperfect information is considered, in which the conflicting aspects of an optimal policy (choice of actions to minimise ‘own cost’, and choice of actions to optimise communication of information) can to a large extent be decoupled and solved separately. In deriving a strategy which is asymptotically optimal (in a sense explained) we derive formulae for the capacity of a vector Gaussian channel and the rate-distortion of a vector Gaussian source.

It is shown that the optimal strategy is in general non-linear in observables, but a numerical example shows that, at least in one rather special but non-trivial case, the best linear strategy may be very nearly optimal. This conclusion is made explicit by the analysis of Section 7.

Keywords

TEAM GAMECOMMUNICATIONLOG PROBLEMS
Type
Research Article
Information
Advances in Applied Probability , Volume 8 , Issue 2 , June 1976 , pp. 365 - 384
Copyright
Copyright © Applied Probability Trust 1976 

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