We study the problem of computing the rate-distortion function for sourceswith feed-forward and the capacity for channels with feedback. The formulas(involving directed information) for the optimal rate-distortion function withfeed-forward and channel capacity with feedback are multi-letter expressionsand cannot be computed easily in general. In this work, we derive conditionsunder which these can be computed for a large class of sources/channels withmemory and distortion/cost measures. Illustrative examples are also provided.
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