A numerical study of Witsenhausen's Counterexample
Thesis: S.M., Massachusetts Institute of Technology, Department of Electrical Engineering and Computer Science, 2015.
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| Format: | Thesis |
| Language: | eng |
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Massachusetts Institute of Technology
2015
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| Online Access: | http://hdl.handle.net/1721.1/99843 |
| _version_ | 1826208366806958080 |
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| author | Romvary, Jordan (Jordan Joseph) |
| author2 | Pablo Parrilo. |
| author_facet | Pablo Parrilo. Romvary, Jordan (Jordan Joseph) |
| author_sort | Romvary, Jordan (Jordan Joseph) |
| collection | MIT |
| description | Thesis: S.M., Massachusetts Institute of Technology, Department of Electrical Engineering and Computer Science, 2015. |
| first_indexed | 2024-09-23T14:04:19Z |
| format | Thesis |
| id | mit-1721.1/99843 |
| institution | Massachusetts Institute of Technology |
| language | eng |
| last_indexed | 2024-09-23T14:04:19Z |
| publishDate | 2015 |
| publisher | Massachusetts Institute of Technology |
| record_format | dspace |
| spelling | mit-1721.1/998432019-04-11T13:08:25Z A numerical study of Witsenhausen's Counterexample Romvary, Jordan (Jordan Joseph) Pablo Parrilo. Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science. Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science. Electrical Engineering and Computer Science. Thesis: S.M., Massachusetts Institute of Technology, Department of Electrical Engineering and Computer Science, 2015. Cataloged from PDF version of thesis. Includes bibliographical references (pages 113-114). In this thesis, we consider Witsenhausen's Counterexample, a two-stage control system in decentralized stochastic control. In particular, we investigate a specific homogenous integral equation that arises from the necessary first-order condition for optimality of the Stage I controller in the system. Using finite element (FE) analysis, we develop a numerical framework to study this integral equation and understand the structure of optimal controllers. We then solve the integral equation as a mathematical optimization and use our FE model to numerically compute a nonlinear controller that satisfies the necessary condition approximately at a set of quadrature points.. by Jordan Romvary. S.M. 2015-11-09T19:52:33Z 2015-11-09T19:52:33Z 2015 2015 Thesis http://hdl.handle.net/1721.1/99843 927412329 eng M.I.T. theses are protected by copyright. They may be viewed from this source for any purpose, but reproduction or distribution in any format is prohibited without written permission. See provided URL for inquiries about permission. http://dspace.mit.edu/handle/1721.1/7582 114 pages application/pdf Massachusetts Institute of Technology |
| spellingShingle | Electrical Engineering and Computer Science. Romvary, Jordan (Jordan Joseph) A numerical study of Witsenhausen's Counterexample |
| title | A numerical study of Witsenhausen's Counterexample |
| title_full | A numerical study of Witsenhausen's Counterexample |
| title_fullStr | A numerical study of Witsenhausen's Counterexample |
| title_full_unstemmed | A numerical study of Witsenhausen's Counterexample |
| title_short | A numerical study of Witsenhausen's Counterexample |
| title_sort | numerical study of witsenhausen s counterexample |
| topic | Electrical Engineering and Computer Science. |
| url | http://hdl.handle.net/1721.1/99843 |
| work_keys_str_mv | AT romvaryjordanjordanjoseph anumericalstudyofwitsenhausenscounterexample AT romvaryjordanjordanjoseph numericalstudyofwitsenhausenscounterexample |