Variations on the theme of the Witsenhausen counterexample

  title={Variations on the theme of the Witsenhausen counterexample},
  author={Tamer Basar},
  journal={2008 47th IEEE Conference on Decision and Control},
This is a semi-tutorial paper that places Witsenhausen¿s celebrated 1968 counterexample within a broad class of dynamic decision problems with nonclassical information, which includes stochastic linear-quadratic Gaussian (LQG) teams as well as LQG zero-sum stochastic games. For a fixed (nonclassical) information structure, there are instances (depending on the structure of the objective function) when linear policies are optimal and other instances (including Witsenhausen¿s counterexample) when… CONTINUE READING
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