In this paper we will describe a Multi-Agent System which iscapable of finding a feasible solution of a specially structuredlinear programming problem. Emphasis is given to correctnessissues and termination detection.

In linear-quadratic control (LQC) problems with singular control cost matrix and/or singular transition matrix, we derive a reduction of the dimension of the Riccati matrix, simplifying iteration and solution. Employing a novel transformation, we show that, under a certain rank condition, the...