Linear Controllers are Uniformly Optimal for the Witsenhausen Counterexample

Linear Controllers are Uniformly Optimal for the Witsenhausen Counterexample

In 1968, Witsenhausen introduced his celebrated counterexample, which illustrated that when an information pattern is nonclassical, the controllers which optimize an expected quadratic cost may be nonlinear. It is shown here that for the Witsenhausen counterexample, when one instead considers the in...

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Bibliographische Detailangaben
1. Verfasser: Rotkowitz, M.
Format: Tagungsbericht
Sprache:eng
Schlagworte:
Centralized control
Control systems
Cost function
Gaussian noise
Information patterns
Linear control systems
Noise figure
Nonclassical
Nonlinear control systems
Optimal control
Optimal control systems
Optimization
Quadratic costs
Quadratic programming
USA Councils
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Beschreibung
Zusammenfassung:In 1968, Witsenhausen introduced his celebrated counterexample, which illustrated that when an information pattern is nonclassical, the controllers which optimize an expected quadratic cost may be nonlinear. It is shown here that for the Witsenhausen counterexample, when one instead considers the induced norm, then linear controllers are in fact optimal
ISSN:0191-2216
DOI:10.1109/CDC.2006.377259