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Linear controllers are uniformly optimal for the witsenhausen counterexample
KTH, School of Electrical Engineering (EES), Automatic Control.
2006 (English)In: Proc IEEE Conf Decis Control, 2006, 553-558 p.Conference paper, Published paper (Refereed)
Abstract [en]

In 1968, Witsenhausen introduced his celebrated counterexample, which illustrated that when an information pattern is nonclassical, the controllers which optimize an expected quadratic cost may be nonlinear. It is shown here that for the Witsenhausen Counterexample, when one instead considers the induced norm, then linear controllers are in fact optimal.

Place, publisher, year, edition, pages
2006. 553-558 p.
Series
Proceedings of the IEEE Conference on Decision and Control, ISSN 0191-2216
Keyword [en]
Nonlinear control systems, Optimal control systems, Optimization, Quadratic programming, Information patterns, Nonclassical, Quadratic costs, Linear control systems
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:kth:diva-155370ISI: 000252251606063Scopus ID: 2-s2.0-39649084237ISBN: 1424401712 (print)ISBN: 9781424401710 (print)OAI: oai:DiVA.org:kth-155370DiVA: diva2:762563
Conference
45th IEEE Conference on Decision and Control 2006, CDC, 13-15 December 2006, San Diego, CA, USA
Note

QC 20141112

Available from: 2014-11-12 Created: 2014-11-05 Last updated: 2014-11-12Bibliographically approved

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