Partially nested information structures with a common past
Giuseppe Casalino, Franco Davoli, R. Minciardi, Pier Paolo Puliafito, R. Zoppoli · IEEE Transactions on Automatic Control · 1984
A team control problem is considered whose information structure is partially nested and is characterized by the existence of a common past information set shared by the team members after a finite delay. Under LQG assumptions, it is shown that the optimal control strategy can take on a time-invariant recursive form based on suitable sufficient statistics.