Title :
A stochastic inclusion principle
Author :
Hodzic, M. ; Krtolica, R. ; Siljak, D.D.
Author_Institution :
Univ. of Santa Clara, Santa Clara, CA
Abstract :
The objective of this paper is to formulate a stochastic version of the Inclusion Principle, which can be used to identify equivalent solutions of the LQG problems having different dimensions. The new notion is applied to the decentralized LQC problem with overlapping information structure constraints.
Keywords :
Art; Stochastic processes;
Conference_Titel :
Decision and Control, 1983. The 22nd IEEE Conference on
Conference_Location :
San Antonio, TX, USA
DOI :
10.1109/CDC.1983.269761
