Near Optimality of Linear Strategies for Static Teams With “Big” Non-Gaussian Noise
نویسندگان
چکیده
منابع مشابه
Near-Optimality of Linear Strategies for Static Teams with 'Big' Non-Gaussian Noise
We study stochastic team problems with static information structure where we assume controllers have linear information and quadratic cost but allow the noise to be from a non-Gaussian class. When the noise is Gaussian, it is well known that these problems admit linear optimal controllers. We show that for such linear-quadratic static teams with any logconcave noise, if the length of the noise ...
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ژورنال
عنوان ژورنال: IEEE Transactions on Automatic Control
سال: 2020
ISSN: 0018-9286,1558-2523,2334-3303
DOI: 10.1109/tac.2019.2917720