Besonderhede van voorbeeld: -7057060162088445317

English

Witsenhausen constructed a two-stage linear quadratic Gaussian system where two decisions are made by decision makers with decentralized information and showed that for this system, there exist nonlinear control laws that outperform all linear laws.

Chinese

Witsenhausen建構了二階段的LQG系統,其中二個控制器的決策都是根據分散性資訊所獨立決策的,並且證明在此系統中,有比所有線性控制律更好的非線性控制律。