Variations on the theme of the Witsenhausen counterexample

@article{Basar2008VariationsOT,
  title={Variations on the theme of the Witsenhausen counterexample},
  author={Tamer Basar},
  journal={2008 47th IEEE Conference on Decision and Control},
  year={2008},
  pages={1614-1619}
}
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
Highly Cited
This paper has 42 citations. REVIEW CITATIONS

From This Paper

Topics from this paper.
26 Citations
21 References
Similar Papers

Citations

Publications citing this paper.
Showing 1-10 of 26 extracted citations

References

Publications referenced by this paper.
Showing 1-10 of 21 references

A counterexample in stochastic optimal control

  • H. S. Witsenhausen
  • SIAM J. Contr., 6(1):131-147, 1968.
  • 1968
Highly Influential
11 Excerpts

Optimum design of measurement channels and control policies for linear-quadratic stochastic systems

  • T. Başar, R. Bansal
  • European J. Operations Research, 73:226-236, 1994…
  • 1994
1 Excerpt

Similar Papers

Loading similar papers…