A State-Space Solution to the Two-Player Decentralized Optimal Control Problem

In this paper, we present an explicit state-space solution to the two-player decentralized optimal control problem. In this problem, there are two interconnected linear systems that seek to optimize a global quadratic cost. Both controllers perform output feedback, but they have access to different subsets of the available measurements. The optimal controller, which was not previously known, has a state dimension equal to twice the state dimension of the original system.