Construct · 1 fields · 1 citations

Witsenhausen counterexample: a standalone construct

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Control systems

simple linear-quadratic-Gaussian control problem with nonclassical information in which no linear controller is optimal.

In control systems, Witsenhausen counterexample refers to simple linear-quadratic-Gaussian control problem with nonclassical information in which no linear controller is optimal. This meaning comes from Witsenhausen (1968) in SIAM Journal on Control.[1]

Unit
Recovery means
Measured by

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Nearby constructs

control4 fields · 5 citationsjingle · one word, four constructs information4 fields · 5 citationsjingle · one word, four constructs simple2 fields · 2 citationsjingle · one word, two constructs

References

Witsenhausen, H. S. (1968). A Counterexample in Stochastic Optimum Control. SIAM Journal on Control, 6(1), 131-147. https://doi.org/10.1137/0306011

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