Optimal control for stochastic systems with multiple controllers of different information structures
In this article, we investigate the optimal linear quadratic control problem for stochastic systems with multiple controllers, where each controller has its own information structure, which differs from each other. More specifically, we consider the optimal control problem for systems with multiple...
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Journal Article |
| Language: | English |
| Published: |
2022
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| Subjects: | |
| Online Access: | https://hdl.handle.net/10356/159490 |