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New insights into Witsenhausen’s counterexample

Gnecco, Giorgio and Sanguineti, Marcello New insights into Witsenhausen’s counterexample. Optimization Letters, 6 (7). pp. 1425-1446. ISSN 1862-4472 (2012)

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The accuracies of certain suboptimal solutions to the famous and still unsolved optimization problem known as “Witsenhausen’s counterexample” are investigated. The differences between the corresponding suboptimal values of the Witsenhausen functional and its optimum are estimated, too. The results give insights into the effectiveness of certain approaches proposed in the literature to face this hard optimization problem and into numerical results obtained by some researchers.

Item Type: Article
Identification Number: 10.1007/s11590-011-0339-6
Uncontrolled Keywords: Decision in the presence of uncertainty; Team optimization; Distributed (or decentralized) optimization; Information structure; Suboptimal solutions
Subjects: Q Science > QA Mathematics > QA75 Electronic computers. Computer science
Research Area: Computer Science and Applications
Depositing User: Giorgio Gnecco
Date Deposited: 13 Sep 2013 12:25
Last Modified: 16 Sep 2013 12:02
URI: http://eprints.imtlucca.it/id/eprint/1724

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