TY - GEN
T1 - Witsenhausen's counterexample
T2 - 2011 50th IEEE Conference on Decision and Control and European Control Conference, CDC-ECC 2011
AU - Wu, Yihong
AU - Verdú, Sergio
PY - 2011/12/1
Y1 - 2011/12/1
N2 - We formulate Witsenhausen's decentralized stochastic control setup as an optimization problem involving the quadratic Wasserstein distance and the minimum mean-square error. Classical results are recovered as immediate consequences of transport-theoretic properties. New results and bounds on the optimal cost are also obtained. In particular, we show that the optimal controller is a strictly increasing function with a real analytic left inverse.
AB - We formulate Witsenhausen's decentralized stochastic control setup as an optimization problem involving the quadratic Wasserstein distance and the minimum mean-square error. Classical results are recovered as immediate consequences of transport-theoretic properties. New results and bounds on the optimal cost are also obtained. In particular, we show that the optimal controller is a strictly increasing function with a real analytic left inverse.
UR - http://www.scopus.com/inward/record.url?scp=84860692838&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=84860692838&partnerID=8YFLogxK
U2 - 10.1109/CDC.2011.6160829
DO - 10.1109/CDC.2011.6160829
M3 - Conference contribution
AN - SCOPUS:84860692838
SN - 9781612848006
T3 - Proceedings of the IEEE Conference on Decision and Control
SP - 5732
EP - 5737
BT - 2011 50th IEEE Conference on Decision and Control and European Control Conference, CDC-ECC 2011
Y2 - 12 December 2011 through 15 December 2011
ER -