Asymptotic optimality of finite models for witsenhausen’s counterexample and beyond

Name: Asymptotic optimality of finite models for witsenhausen’s counterexample and beyond
Author: Saldı, Naci, Linder, T., Yüksel, S.

İsim	Asymptotic optimality of finite models for witsenhausen’s counterexample and beyond
Yazar	Saldı, Naci, Linder, T., Yüksel, S.
Basım Tarihi:	2018
Basım Yeri	- Birkhäuser Basel
Tür	Kitap
Dil	İngilizce
Dijital	Evet
Yazma	Hayır
Kütüphane:	Özyeğin Üniversitesi
Demirbaş Numarası	2324-9749, 978-3-319-79032-9
Kayıt Numarası	a8507654-03b2-43a1-96d3-1a61a0fa8d5b
Lokasyon	Natural and Mathematical Sciences
Tarih	2018
Örnek Metin	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

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Asymptotic optimality of finite models for witsenhausen’s counterexample and beyond

Yazar Saldı, Naci, Linder, T., Yüksel, S.

Basım Tarihi 2018

Basım Yeri - Birkhäuser Basel

Tür Kitap

Dil İngilizce

Dijital Evet

Yazma Hayır

Kütüphane Özyeğin Üniversitesi

Demirbaş Numarası 2324-9749, 978-3-319-79032-9

Kayıt Numarası a8507654-03b2-43a1-96d3-1a61a0fa8d5b

Lokasyon Natural and Mathematical Sciences

Tarih 2018

Örnek Metin 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