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It is known in the context of decentralised control that there exist control strategies consistent with the requirements of a given information structure, yet physically unimplementable through any amount of passive common randomness. This imposes a natural set of limitations on what is achievable through common randomness in both cooperative and competitive settings. We show that it is possible to breach these limitations with the use of quantum-physical architectures. In particular, we present a class of stochastic strategies that leverage quantum entanglement to produce strategic distributions which compose a strict superclass of strategies implemented through passive common randomness. We investigate numerically, the `quantum advantage' offered by this new class over a parametric family of cooperative decision problems with static information structure. We demonstrate through variations across the parametric family that fundamental decision theoretic elements such as information and the cost determine the manifestation of quantum advantage in a given control problem. Our work motivates a novel decision and control paradigm with an enlarged space of control policies achievable by means of quantum architectures.