Learning approaches to the Witsenhausen counterexample from a view of potential games

— Since Witsenhausen put forward his remarkable counterexample in 1968, there have been many attempts to develop efficient methods for solving this non-convex functional optimization problem. However there are few methods designed from game theoretic perspectives. In this paper, after discretizing the Witsenhausen counterexample and re-writing the formulation in analytical expressions, we use fading memory JSFP with inertia, one learning approach in games, to search for better controllers from a view of potential games. We achieve a better solution than the previously known best one. Moreover, we show that the learning approaches are simple and automated and they are easy to extend for solving general functional optimization problems.

• Type: Conference
• Year: 2009
• Where: CDC
• Authors: Na Li, Jason R. Marden, Jeff S. Shamma
• Keywords: CDC 2009, Control Systems, Functional Optimization Problems, Game Theoretic Perspectives, Non-convex Functional Optimization