Stochastic teams with nonclassical information revisited: When is an affine law optimal?

DOI10.1109/TAC.1987.1104636MaRDI QIDQ3772098zbMATH OpenOpenAlexFDO

Authors Rajesh Bansal, Tamer Başar

Publication date 1987

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tac.1987.1104636

zbMATH Keywords

LQG team problemnonclassical information patternnonlinear policiesoptimal linear solution

Mathematics Subject Classification ID

Stochastic games, stochastic differential games (91A15) Optimal stochastic control (93E20) Probabilistic games; gambling (91A60)

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• Communication games with partially soft power constraints
• Partially nested information structures with a common past
• Optimal memoryless control in Gaussian noise: a simple counterexample
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• Stochastic Differential Games and Intricacy of Information Structures
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