Abstract
A decentralized stochastic control problem is called static if the observations available for any one decision do not depend on the other decisions. Otherwise it is called dynamic. We consider only problems with a finite number of decisions. A notion of equivalence between problems, suitable for complexity analysis, is defined. It turns out that a large class of dynamic problems can be reduced to equivalent static problems. The class includes all sequential discrete variable problems and some of the most studied continuous variable problems.
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Witsenhausen, H.S. Equivalent stochastic control problems. Math. Control Signal Systems 1, 3–11 (1988). https://doi.org/10.1007/BF02551232
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DOI: https://doi.org/10.1007/BF02551232