Decentralized control with noisy transmission of information

Author

Shoarinejad, Kambiz ; Speyer, Jason L. ; Kanellakopoulos, Ioannis

Author_Institution

Dept. of Electr. Eng., California Univ., Los Angeles, CA, USA

Volume

2

fYear

1999

fDate

2-4 Jun 1999

Firstpage

1441

Abstract

We consider an example for a decentralized stochastic optimal control problem, where the non-classical nature of the information pattern is induced by the transmission noise in the system. This example is a reformulation of the Witsenhausen (1968) counterexample, where the first station is allowed to send its information to the second station through an additive white Gaussian noise channel. We establish the nonconvexity of the problem in this new formulation and show that the problem considered here converges asymptotically to the classical problem or the Witsenhausen problem, as the transmission noise intensity converges to zero or diverges to infinity, respectively

Keywords

AWGN channels; decentralised control; information theory; optimal control; stochastic systems; additive white Gaussian noise channel; decentralized stochastic optimal control; information pattern; noisy transmission; nonconvexity; Aerospace engineering; Control systems; Cost function; Distributed control; Gaussian noise; H infinity control; Large-scale systems; Stochastic resonance; Stochastic systems; Systems engineering and theory;

fLanguage

English

Publisher

ieee

Conference_Titel

American Control Conference, 1999. Proceedings of the 1999

Conference_Location

San Diego, CA

ISSN

0743-1619

Print_ISBN

0-7803-4990-3

Type

conf

DOI

10.1109/ACC.1999.783607

Filename

783607