@inproceedings{4a5b533179a9434787e5a4a192558087,
title = "Witsenhausen's counterexample: A view from optimal transport theory",
abstract = "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.",
author = "Yihong Wu and Sergio Verd{\'u}",
year = "2011",
doi = "10.1109/CDC.2011.6160829",
language = "English (US)",
isbn = "9781612848006",
series = "Proceedings of the IEEE Conference on Decision and Control",
publisher = "Institute of Electrical and Electronics Engineers Inc.",
pages = "5732--5737",
booktitle = "2011 50th IEEE Conference on Decision and Control and European Control Conference, CDC-ECC 2011",
address = "United States",
note = "2011 50th IEEE Conference on Decision and Control and European Control Conference, CDC-ECC 2011 ; Conference date: 12-12-2011 Through 15-12-2011",
}