Optimization formulation and monotonic solution method for the Witsenhausen problem

DOI10.1016/J.AUTOMATICA.2015.02.026MaRDI QIDQ1689345zbMATH OpenOpenAlexFDO

Authors William M. Mceneaney, Seung Hak Han

Publication date 12 January 2018

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.automatica.2015.02.026

zbMATH Keywords

optimizationnetworked controlstochastic quantile functionWitsenhausen counterexample

Mathematics Subject Classification ID

Optimality conditions for problems involving randomness (49K45) Optimal stochastic control (93E20) Least squares and related methods for stochastic control systems (93E24)

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Cites work

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• scientific article; zbMATH DE number 4199129 (Why is no real title available?)
• scientific article; zbMATH DE number 1254130 (Why is no real title available?)
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• An ordinal optimization approach to optimal control problems
• Approximately Optimal Solutions to the Finite-Dimensional Witsenhausen Counterexample
• Lectures on mathematical theory of extremum problems. Translated from the Russian by D. Louvish
• Mass transportation problems. Vol. 1: Theory. Vol. 2: Applications
• Measures, Integrals and Martingales
• Numerical solutions to the Witsenhausen counterexample by approximating networks
• Probability and stochastics.
• The Witsenhausen counterexample: a hierarchical search approach for nonconvex optimization problems

Cited in

(3)

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• The Witsenhausen counterexample: a hierarchical search approach for nonconvex optimization problems
• Numerical solutions to the Witsenhausen counterexample by approximating networks

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