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

DOI10.1109/TAC.1975.1101112zbMATH Open0317.93078OpenAlexW2061058937MaRDI QIDQ4079478FDOQ4079478

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

This page was built for publication: A concise derivation of the LQG one-step-delay sharing problem solution

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4079478)