Asymptotic optimality of finite models for witsenhausen’s counterexample and beyond
dc.contributor.author | Saldı, Naci | |
dc.contributor.author | Linder, T. | |
dc.contributor.author | Yüksel, S. | |
dc.date.accessioned | 2019-01-16T10:09:28Z | |
dc.date.available | 2019-01-16T10:09:28Z | |
dc.date.issued | 2018 | |
dc.identifier.isbn | 2324-9749 | en_US |
dc.identifier.isbn | 978-3-319-79032-9 | |
dc.identifier.uri | http://hdl.handle.net/10679/6108 | |
dc.identifier.uri | https://link.springer.com/chapter/10.1007/978-3-319-79033-6_9 | |
dc.description.abstract | In this chapter, we study the approximation of Witsenhausen’s counterexample and the Gaussian relay channel problem by using the results of the previous chapter. In particular, our goal is to establish that finite models obtained through the uniform quantization of the observation and action spaces result in a sequence of policies whose costs converge to the value function. We note that the operation of quantization has typically been the method to show that a non-linear policy can perform better than an optimal linear policy, both for Witsenhausen’s counterexample [10, 86] and the Gaussian relay channel problem [88, 152]. Our findings show that for a large class of problems, quantized policies not only may perform better than linear policies, but that they are actually almost optimal. | en_US |
dc.language.iso | eng | en_US |
dc.publisher | Birkhäuser Basel | en_US |
dc.relation.ispartof | Finite Approximations in Discrete-Time Stochastic Control, Part of the Systems & Control: Foundations & Applications book series (SCFA) | |
dc.rights | restrictedAccess | |
dc.title | Asymptotic optimality of finite models for witsenhausen’s counterexample and beyond | en_US |
dc.type | Book chapter | en_US |
dc.publicationstatus | Published | en_US |
dc.contributor.department | Özyeğin University | |
dc.contributor.authorID | (ORCID 0000-0002-2677-7366 & YÖK ID 283091) Saldı, Naci | |
dc.contributor.ozuauthor | Saldı, Naci | |
dc.identifier.startpage | 177 | en_US |
dc.identifier.endpage | 188 | en_US |
dc.identifier.wos | WOS:000444697500009 | |
dc.identifier.doi | 10.1007/978-3-319-79033-6_9 | en_US |
dc.identifier.scopus | SCOPUS:2-s2.0-85047015763 | |
dc.contributor.authorMale | 1 | |
dc.relation.publicationcategory | Book Chapter - International - Institutional Academic Staff |
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