Open AccessRevisiting Sub-Optimality of the Decentralized Decision Making: A Note
Author(s) -
Amaresh Das
Publication year - 2009
Publication title -
journal of management research
Language(s) - English
Resource type - Journals
ISSN - 1941-899X
DOI - 10.5296/jmr.v2i1.243
Subject(s) - linear quadratic gaussian control , mathematical optimization , gaussian , quadratic equation , mathematics , linear quadratic regulator , computer science , optimal control , physics , geometry , quantum mechanics
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.
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom