Decoupling non-sequential stochastic control problems

DOI10.1016/0167-6911(91)90031-9zbMath0733.93068OpenAlexW1991230047MaRDI QIDQ810472

Mark S. Andersland

Publication date: 1991

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6911(91)90031-9

zbMATH Keywords

sequentialstochastic control problemWitsenhausen's intrinsic model

Mathematics Subject Classification ID

Probabilistic games; gambling (91A60)

Related Items (1)

Dynamic sequential team multi-hypothesis testing under uniformly distributed nonstationary observations

Cites Work

• Equivalent stochastic control problems
• Information Structures, Causality, and Nonsequential Stochastic Control I: Design-Independent Properties
• On Information Structures, Feedback and Causality
• A standard form for sequential stochastic control
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