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Spectral Factorization of Non-Classical Information Structures Under Feedback
Structures Under Feedback Non-Classical Information
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2015/6/19
We consider general linear systems under feedback. We restrict our attention to non-classical information structures for which the optimal control policies can be found via a convex optimization probl...
Dynamic Programming with Non-Classical Information Structures
Non-Classical Information Structures Programming
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2015/6/19
We consider the problem of Partially Observed Markov Decision Processes with a non-classical information structure. Under a particular constraint on the information structure, optimal decision policie...