Equivalence of decentralized stochastic dynamic decision systems via Girsanov's measure transformation

Charalambos D. Charalambous, Nasir Uddin Ahmed. Equivalence of decentralized stochastic dynamic decision systems via Girsanov's measure transformation. In 53rd IEEE Conference on Decision and Control, CDC 2014, Los Angeles, CA, USA, December 15-17, 2014. pages 439-444, IEEE, 2014. [doi]

Abstract

Abstract is missing.