An optimizer's approach to stochastic control problems with nonclassical information structures

Ankur A. Kulkarni, Todd P. Coleman. An optimizer's approach to stochastic control problems with nonclassical information structures. In Proceedings of the 51th IEEE Conference on Decision and Control, CDC 2012, December 10-13, 2012, Maui, HI, USA. pages 154-159, IEEE, 2012. [doi]

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