Witsenhausen's counterexample: A view from optimal transport theory

Yihong Wu, Sergio Verdu

Research output: Chapter in Book/Report/Conference proceedingConference contribution

35 Scopus citations

Abstract

We formulate Witsenhausen's decentralized stochastic control setup as an optimization problem involving the quadratic Wasserstein distance and the minimum mean-square error. Classical results are recovered as immediate consequences of transport-theoretic properties. New results and bounds on the optimal cost are also obtained. In particular, we show that the optimal controller is a strictly increasing function with a real analytic left inverse.

Original languageEnglish (US)
Title of host publication2011 50th IEEE Conference on Decision and Control and European Control Conference, CDC-ECC 2011
Pages5732-5737
Number of pages6
DOIs
StatePublished - Dec 1 2011
Event2011 50th IEEE Conference on Decision and Control and European Control Conference, CDC-ECC 2011 - Orlando, FL, United States
Duration: Dec 12 2011Dec 15 2011

Publication series

NameProceedings of the IEEE Conference on Decision and Control
ISSN (Print)0191-2216

Other

Other2011 50th IEEE Conference on Decision and Control and European Control Conference, CDC-ECC 2011
CountryUnited States
CityOrlando, FL
Period12/12/1112/15/11

All Science Journal Classification (ASJC) codes

  • Control and Systems Engineering
  • Modeling and Simulation
  • Control and Optimization

Fingerprint Dive into the research topics of 'Witsenhausen's counterexample: A view from optimal transport theory'. Together they form a unique fingerprint.

Cite this