Author
Saldı, Naci, Linder, T., Yüksel, S.
Publication Date
2018
Publication Place
-
Birkhäuser Basel
Type
Book
Language
English
Digital
Yes
Manuscript
No
Library
Özyeğin University
Library Asset ID
2324-9749, 978-3-319-79032-9
Record ID
a8507654-03b2-43a1-96d3-1a61a0fa8d5b
Library Location
Natural and Mathematical Sciences
Date
2018
Sample Text
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.
DOI
10.1007/978-3-319-79033-6_9
