Revisiting Sub-Optimality of the Decentralized Decision making: A note

Amaresh Das

Abstract


The  famous 1968 Witsenhausen demonstrated that for a multi-agent linear quadratic Gaussian (LQG), the optimal linear solution is, in general sub-optimal. The note gives an example which is easier and more sophisticated than the Witsenhausen example.

Full Text:

PDF


DOI: http://dx.doi.org/10.5296/jmr.v2i1.243

Creative Commons License
This work is licensed under a Creative Commons Attribution 3.0 License.

To make sure that you can receive messages from us, please add the 'macrothink.org' domain to your e-mail 'safe list'. If you do not receive e-mail in your 'inbox', check your 'bulk mail' or 'junk mail' folders.

Copyright © Macrothink Institute ISSN 1941-899X

'Macrothink Institute' is a trademark of Macrothink Institute, Inc.