The Witsenhausen counterexample: a hierarchical search approach for nonconvex optimization problems

  title={The Witsenhausen counterexample: a hierarchical search approach for nonconvex optimization problems},
  author={Jonathan T. Lee and Edward Lau and Yu-Chi Ho},
  journal={IEEE Trans. Automat. Contr.},
The Witsenhausens counterexample is a difficult nonconvex functional optimization problem which has been outstanding for more than 30 years. Considerable amount of literature has been accumulated, but optimal solutions remain elusive. In this paper, we develop a framework that allows us to gain additional new insights to the properties of a better solution for a benchmark instance. Through our approach, we are able to zero in on a solution that is 13% better than the previously known best… CONTINUE READING
Highly Cited
This paper has 59 citations. REVIEW CITATIONS


Publications citing this paper.
Showing 1-10 of 39 extracted citations

59 Citations

Citations per Year
Semantic Scholar estimates that this publication has 59 citations based on the available data.

See our FAQ for additional information.


Publications referenced by this paper.
Showing 1-10 of 23 references

Sampling-selection method for stochastic optimization problems,”Automatica

  • M. Deng, Y.-C. Ho
  • vol. 35,
  • 1999
Highly Influential
10 Excerpts

Nonlinear approximations for the solution of team optimal control problems

  • M. Baglietto, T. Parisini, R. Zoppoli
  • Proc. CDC, vol. 5, San Diego, 1997, pp. 4592–4594…
  • 1997
Highly Influential
5 Excerpts

A counterexample in stochastic optimum control

  • H. S. Witsenhausen
  • SIAM J. Control , vol. 6, no. 1, pp. 131–147…
  • 1968
Highly Influential
10 Excerpts

Another look at the nonclassical information structure problem

  • Y.-C. Ho, T. S. Chang
  • IEEE Trans. Automat. Contr. , vol. AC-25, pp…
  • 1980
Highly Influential
3 Excerpts

A future for control systems research: A vision of what, how and why

  • unpublished, 1998.
  • 1998

Pricing American-style exotic options using ordinal optimization

  • N. T. Patsis
  • Ph.D. dissertation, Harvard University, Cambridge…
  • 1998
1 Excerpt

Vector and constraint ordinal optimization—Theory and practice

  • W.-G. Li
  • Ph.D. dissertation, Division of Engineering and…
  • 1998

Similar Papers

Loading similar papers…