Sufficient statistics in team control problems with a common past
- 1 December 1982
- conference paper
- Published by Institute of Electrical and Electronics Engineers (IEEE)
Abstract
A team control problem is considered, whose information structure is partially nested and is characterized by the existence of a common past. It is shown that, under LQG hypotheses, the common past can be "condensed" in sufficient statistics, thus yielding optimal linear strategies whose arguments do not increase with time.Keywords
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