A concise derivation of the LQG one-step-delay sharing problem solution

DOI10.1109/TAC.1975.1101112MaRDI QIDQ4079478zbMATH OpenOpenAlexFDO

Authors Ben-Zion Kurtaran

Publication date 1975

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

Full work available at URL https://doi.org/10.1109/tac.1975.1101112

Mathematics Subject Classification ID

Information theory (general) (94A15) Stochastic systems and control (93E99) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)

Cited in

(2)

• Decentralized optimality conditions of stochastic differential decision problems via Girsanov's measure transformation
• A multimodel approach to stochastic team problems

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