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CDC
2009
IEEE

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

9 years 3 months ago
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.
Na Li, Jason R. Marden, Jeff S. Shamma
Added 21 Jul 2010
Updated 21 Jul 2010
Type Conference
Year 2009
Where CDC
Authors Na Li, Jason R. Marden, Jeff S. Shamma
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