Two-criteria LQG decision problems with one-step delay observation sharing pattern
نویسندگان
چکیده
منابع مشابه
Two-Criteria LQG Decision Problems with One-Step Delay Observation Sharing Pattern
This paper is concerned with the development of a general theory for the class of multistage linear-quadratic-Gaussian (LQG) decision problems characterized by (i) two decision makers (DM) each with a different objective functional to optimize, (ii) one-step delay observation sharing information pattern which provides each DM with the observation (but not the action) of the other DM with a one-...
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ژورنال
عنوان ژورنال: Information and Control
سال: 1978
ISSN: 0019-9958
DOI: 10.1016/s0019-9958(78)90018-9