This paper considers stochastic problems in team theory. In particular, the linearity of the optimal control laws for the one-step delay linear quadratic Gaussian (LQG) stochastic control problem is established, and explicit formulae are presented. In addition, the control sharing, nonstatic, nonclassical LQG problem is solved.
No takes yet. Share an insight, caveat, or question.
Sandell et al. (1974) studied this question.
Synapse has enriched 3 closely related papers on similar clinical questions. Consider them for comparative context: