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On the informed seller problem: optimal information disclosure

โœ Scribed by Vasiliki Skreta


Publisher
Elsevier Science
Year
2009
Tongue
English
Weight
443 KB
Volume
15
Category
Article
ISSN
1434-4750

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We consider a nonlinear multiobjective optimal control problem, where a controller is to be designed such that a number of constraints are to be satisfied for all possible disturbances. We show that, under mild continuity assumptions, such a controller exists if and only if, for every weighted combi