TY - GEN
T1 - Learning approaches to the Witsenhausen counterexample from a view of potential games
AU - Li, Na
AU - Marden, Jason R.
AU - Shamma, Jeff S.
PY - 2009/12/1
Y1 - 2009/12/1
N2 - 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.
AB - 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.
UR - http://www.scopus.com/inward/record.url?scp=77950837697&partnerID=8YFLogxK
U2 - 10.1109/CDC.2009.5400596
DO - 10.1109/CDC.2009.5400596
M3 - Conference contribution
AN - SCOPUS:77950837697
SN - 9781424438716
T3 - Proceedings of the IEEE Conference on Decision and Control
SP - 157
EP - 162
BT - Proceedings of the 48th IEEE Conference on Decision and Control held jointly with 2009 28th Chinese Control Conference, CDC/CCC 2009
T2 - 48th IEEE Conference on Decision and Control held jointly with 2009 28th Chinese Control Conference, CDC/CCC 2009
Y2 - 15 December 2009 through 18 December 2009
ER -