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

DOI10.1109/TAC.1987.1104636zbMath0633.93061OpenAlexW2112537312MaRDI QIDQ3772098

Tamer Başar, Rajesh Bansal

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

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

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