A numerical study of Witsenhausen's Counterexample
Name
927412329-MIT.pdf
Description
Full printable version
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9.21 MB
Format
Adobe PDF
Checksum (MD5)
fa989cd5b3dddf714b89104835d793ef
Author(s)
Romvary, Jordan (Jordan Joseph)
Advisor(s)
Pablo Parrilo.
Date Issued
2015
Publisher
Massachusetts Institute of Technology
Abstract
In this thesis, we consider Witsenhausen's Counterexample, a two-stage control system in decentralized stochastic control. In particular, we investigate a specific homogenous integral equation that arises from the necessary first-order condition for optimality of the Stage I controller in the system. Using finite element (FE) analysis, we develop a numerical framework to study this integral equation and understand the structure of optimal controllers. We then solve the integral equation as a mathematical optimization and use our FE model to numerically compute a nonlinear controller that satisfies the necessary condition approximately at a set of quadrature points..
Description
Thesis: S.M., Massachusetts Institute of Technology, Department of Electrical Engineering and Computer Science, 2015.
Cataloged from PDF version of thesis.
Includes bibliographical references (pages 113-114).
Subjects
Electrical Engineering and Computer Science.
MIT Department
Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science
Terms of Use
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