CDC’13 Submission
The paper “Structural results and explicit solution for two-player LQG systems on a finite time horizon” by me and Ashutosh Nayyar was submitted to CDC’13 in Florence, Italy! This paper explores the two-player problem (see ALLER’11 and ACC’12 papers) but this time in discrete-time with a finite time horizon. The paper develops sufficient statistics and provides an efficient recursive implementation of the optimal controller. The optimal controller can be computed with complexity proportional to the length of the time horizon, as in the centralized case. Our paper is also available on arXiv.