Structural results and explicit solution for two-player LQG systems on a finite time horizon

Laurent Lessard, Ashutosh Nayyar. Structural results and explicit solution for two-player LQG systems on a finite time horizon. In Proceedings of the 52nd IEEE Conference on Decision and Control, CDC 2013, December 10-13, 2013, Firenze, Italy. pages 6542-6549, IEEE, 2013. [doi]

@inproceedings{LessardN13,
  title = {Structural results and explicit solution for two-player LQG systems on a finite time horizon},
  author = {Laurent Lessard and Ashutosh Nayyar},
  year = {2013},
  doi = {10.1109/CDC.2013.6760924},
  url = {http://dx.doi.org/10.1109/CDC.2013.6760924},
  researchr = {https://researchr.org/publication/LessardN13},
  cites = {0},
  citedby = {0},
  pages = {6542-6549},
  booktitle = {Proceedings of the 52nd IEEE Conference on Decision and Control, CDC 2013, December 10-13, 2013, Firenze, Italy},
  publisher = {IEEE},
  isbn = {978-1-4673-5714-2},
}