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arXiv 1205.4563math.OC
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Witsenhausen反例的迭代信源信道编码方法

Iterative Source-Channel Coding Approach to Witsenhausen's Counterexample

Johannes Kron, Ather Gattami, Tobias J. Oechtering, Mikael Skoglund

摘要:

1968年,维森豪森介绍了他著名的反例,他表明,即使在简单的线性二次静态团队判定问题,复杂的非线性决策可以胜过任何给定的线性决策。几十年来,这个问题一直是研究人员试图获得最优解的基准问题。本文介绍了一种系统的迭代信源信道编码方法来解决Witsenhausen反例特征问题。所提出的方法的优点是它的简单性。此外,没有对政策空间的形状作出任何假设。使用所介绍的方法获得的最小成本为0.16692462,这是迄今为止已知的最低成本。

英文摘要:

In 1968, Witsenhausen introduced his famous counterexample where he showed that even in the simple linear quadratic static team decision problem, complex nonlinear decisions could outperform any given linear decision. This problem has served as a benchmark problem for decades where researchers try to achieve the optimal solution. This paper introduces a systematic iterative source--channel coding approach to solve problems of the Witsenhausen Counterexample-character. The advantage of the presented approach is its simplicity. Also, no assumptions are made about the shape of the space of policies. The minimal cost obtained using the introduced method is 0.16692462, which is the lowest known to date.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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