Title
Numerical solutions to the Witsenhausen counterexample by approximating networks
Abstract
Approximate solutions to the Witsenhausen counterexample (1968) are derived by constraining the unknown control functions to take on fixed structures containing “free” parameters to be optimized. Such structures are given by “nonlinear approximating networks”, i.e., linear combinations of parametrized basis functions that benefit by density properties in normed linear spaces. This reduces the original functional problem to a nonlinear programming one which is solved via stochastic approximation. The method yields lower values of the costs than the ones achieved so far in the literature, and, most of all, provides rather a complete overview of the shapes of the optimal control functions when the two parameters that characterize the Witsenhausen counterexample vary. One-hidden-layer neural networks are chosen as approximating networks
Year
DOI
Venue
2001
10.1109/9.948480
Automatic Control, IEEE Transactions
Keywords
DocType
Volume
function approximation,neural nets,nonlinear programming,optimal control,Ritz method,Witsenhausen counterexample,functional optimisation,neural networks,nonlinear approximating networks,nonlinear programming,optimal control,stochastic approximation
Journal
46
Issue
ISSN
Citations 
9
0018-9286
23
PageRank 
References 
Authors
2.42
7
3
Name
Order
Citations
PageRank
M. Baglietto128823.19
Thomas Parisini2243.38
R. Zoppoli327951.51