Sianalina and uncertainty : a case study . " by

  • David A. Castanon Nils R. Sandell

Abstract

This paper studies the well-known counter example of Witsenhausen when the initial uncertainty is small. Using an asymptotic approach, it is established that linear strategies are asymptotically optimal over a large class of nonlinear strategies. This serves as a guideline for optimal solutions of non-classical problems with very noisy communication… (More)

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