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eess.SY2016
Deterministic Annealing Optimization for Witsenhausen's and Related Decentralized Stochastic Control Problems
Mustafa Mehmetoglu, Emrah Akyol, Kenneth Rose
This note studies the global optimization of controller mappings in discrete-time stochastic control problems including Witsenhausen's celebrated 1968 counter-example. We propose a…
eess.SY2014★ 1 cited
A Deterministic Annealing Optimization Approach for Witsenhausen's and Related Decentralized Control Settings
Mustafa Mehmetoglu, Emrah Akyol, Kenneth Rose
This paper studies the problem of mapping optimization in decentralized control problems. A global optimization algorithm is proposed based on the ideas of ``deterministic annealin…