Partially nested information structures with a common past
- 1 September 1984
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 29 (9) , 846-850
- https://doi.org/10.1109/tac.1984.1103653
Abstract
A team control problem is considered whose information structure is partially nested and is characterized by the existence of a common past information set shared by the team members after a finite delay. Under LQG assumptions, it is shown that the optimal control strategy can take on a time-invariant recursive form based on suitable sufficient statistics.Keywords
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