A numerical study of Witsenhausen's Counterexample
| Autor: | Romvary, Jordan (Jordan Joseph) |
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| Jazyk: | angličtina |
| Rok vydání: | 2015 |
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| Druh dokumentu: | Diplomová práce |
| Popis: | 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. |
| Databáze: | Networked Digital Library of Theses & Dissertations |
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