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Hat Guessing Games and the Use of Coding for Decentralized Control
Decentralized Control Games
2015/6/19
We study a class of decentralized team decision problems over discrete state spaces with non classical information structures. We present a simple class of problems, where an optimal solution can be o...
In this paper, we use the solutions of forward-backward stochastic differentialequations to get the explicit form of the optimal control for linear quadraticstochastic optimal control problem and the ...