Abstract
The accuracies of certain suboptimal solutions to the famous and still unsolved optimization problem known as “Witsenhausen’s counterexample” are investigated. The differences between the corresponding suboptimal values of the Witsenhausen functional and its optimum are estimated, too. The results give insights into the effectiveness of certain approaches proposed in the literature to face this hard optimization problem and into numerical results obtained by some researchers.
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Gnecco, G., Sanguineti, M. New insights into Witsenhausen’s counterexample. Optim Lett 6, 1425–1446 (2012). https://doi.org/10.1007/s11590-011-0339-6
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DOI: https://doi.org/10.1007/s11590-011-0339-6