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On the Optimal Choice of Measurements in Linear Quadratic Gaussian Team Problems

The problem of optimal choice of information for some simple linear quadratic gaussian team problems is considered. The unknowns to be chosen subject to constraints are the matrices involved in the linear measurements available to the decision makers. For several types of such problems, characterizations of the best choices of these matrices are given and several results illustrating the meaning of these characterizations and ways for finding the optimal choices are also presented.