Informational Issues in Decentralized Control

The long-standing decentralized optimal control problem posed by Witsenhausen is analyzed and the underlying modeling issues are discussed. The strong connection to communication theory is highlighted. Informational aspects are emphasized and it is shown that, to some extent, Witsenhausen’s decentralized optimal control problem is somewhat contrived.

[1]  Yu-Chi Ho,et al.  The Witsenhausen counterexample: a hierarchical search approach for nonconvex optimization problems , 2001, IEEE Trans. Autom. Control..

[2]  M. Spence Job Market Signaling , 1973 .

[3]  Jason R. Marden,et al.  Learning approaches to the Witsenhausen counterexample from a view of potential games , 2009, Proceedings of the 48h IEEE Conference on Decision and Control (CDC) held jointly with 2009 28th Chinese Control Conference.

[4]  Tamer Basar,et al.  Variations on the theme of the Witsenhausen counterexample , 2008, 2008 47th IEEE Conference on Decision and Control.

[5]  H. Witsenhausen A Counterexample in Stochastic Optimum Control , 1968 .

[6]  Seung Hak Han,et al.  An optimization approach to the Witsenhausen counterexample , 2011, IEEE Conference on Decision and Control and European Control Conference.

[7]  Anant Sahai,et al.  Demystifying the Witsenhausen Counterexample [Ask the Experts] , 2010 .

[8]  Anant Sahai,et al.  A constant-factor approximately optimal solution to the Witsenhausen counterexample , 2009, Proceedings of the 48h IEEE Conference on Decision and Control (CDC) held jointly with 2009 28th Chinese Control Conference.

[9]  Ivan Selin Detection Theory: (A Rand Study) , 1965 .