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Related papers: Low-Power Optimal Strategy for Witsenhausen Counte…

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In this study, we investigate a vector-valued Witsenhausen model where the second decision maker (DM) acquires a vector of observations before selecting a vector of estimations. Here, the first DM acts causally whereas the second DM…

Optimization and Control · Mathematics 2024-08-26 Mengyuan Zhao , Tobias J. Oechtering , Maël Le Treust

The vector-valued extension of the famous Witsenhausen counterexample setup is studied where the encoder, i.e. the first decision maker, non-causally knows and encodes the i.i.d. state sequence and the decoder, i.e. the second decision…

Information Theory · Computer Science 2022-11-18 Maël Le Treust , Tobias Oechtering

With a sustainable increase in the scale of power system, the number of states in the state space grows exponentially, and the reliability assessment of the power system faces enormous challenges. Traditional state-by-state assessment…

Systems and Control · Electrical Eng. & Systems 2025-07-01 Wenjie Wan , Han Hu , Feiyu Chen , Xiaoyu Liu , Kequan Zhao

To coordinate the economy, security and environment protection in the power system operation, a two-step many-objective optimal power flow (MaOPF) solution method is proposed. In step 1, it is the first time that knee point-driven…

Optimization and Control · Mathematics 2018-12-05 Yahui Li , Yang Li

We pose Witsenhausen's problem as a leader-follower game of incomplete information. The follower makes a noisy observation of the leader's action (who moves first) and chooses an action minimizing her expected deviation from the leader's…

Optimization and Control · Mathematics 2019-05-08 Amir Ajorlou , Ali Jadbabaie

We consider a discrete version of the Witsenhausen problem where all random variables are bounded and take on integer values. Our main goal is to understand the complexity of computing good strategies given the distributions for the initial…

Optimization and Control · Mathematics 2019-04-12 Alex Olshevsky

This paper studies the problem of mapping optimization in decentralized control problems. A global optimization algorithm is proposed based on the ideas of ``deterministic annealing" - a powerful non-convex optimization framework derived…

Systems and Control · Computer Science 2014-03-24 Mustafa Mehmetoglu , Emrah Akyol , Kenneth Rose

Bilevel optimization problems can be used to represent the collaborative interaction between a power system and grid-connected entities, called the followers, such as data centers. Most existing approaches assume that such followers'…

Systems and Control · Electrical Eng. & Systems 2022-02-09 Yang Liu , Yu Weng , Rufan Yang , Quoc-Tuan Tran , Hung D. Nguyen

Throughput improvement of the Wireless LANs has been a constant area of research. Most of the work in this area, focuses on designing throughput optimal schemes for fully connected networks (no hidden nodes). But, we demonstrate that the…

Networking and Internet Architecture · Computer Science 2010-06-11 Sundaresan Krishnan , Prasanna Chaporkar

We propose a zero estimation cost (ZEC) scheme for causal-encoding noncausal-decoding vector-valued Witsenhausen counterexample based on the coordination coding result. In contrast to source coding, our goal is to communicate a controlled…

Information Theory · Computer Science 2025-04-28 Mengyuan Zhao , Tobias J. Oechtering , Maël Le Treust

Second-order optimization methods exhibit fast convergence to critical points, however, in nonconvex optimization, these methods often require restrictive step-sizes to ensure a monotonically decreasing objective function. In the presence…

Optimization and Control · Mathematics 2024-10-11 Aayushya Agarwal , Larry Pileggi , Ronald Rohrer

Accurate power system state estimation (PSSE) is an essential prerequisite for reliable operation of power systems. Different from static PSSE, dynamic PSSE can exploit past measurements based on a dynamical state evolution model, offering…

Systems and Control · Computer Science 2016-11-18 Gang Wang , Seung-Jun Kim , Georgios B. Giannakis

We extend the work of Hahn and Carvalho (2015) and develop a doubly-regularized sparse regression estimator by synthesizing Bayesian regularization with penalized least squares within a decision-theoretic framework. In contrast to existing…

Methodology · Statistics 2025-02-04 Aihua Li , Surya T. Tokdar , Jason Xu

Reinforcement learning (RL) plays an increasingly important role in enhancing the reasoning capabilities of large language models (LLMs), yet stable and performant policy optimization remains challenging. Token-level importance ratios often…

Machine Learning · Computer Science 2025-12-02 Chang Gao , Chujie Zheng , Xiong-Hui Chen , Kai Dang , Shixuan Liu , Bowen Yu , An Yang , Shuai Bai , Jingren Zhou , Junyang Lin

This letter introduces weighted sum power (WSP), a new performance metric for wireless resource allocation during cooperative spectrum sharing in cognitive radio networks, where the primary and secondary nodes have different priorities and…

Networking and Internet Architecture · Computer Science 2024-10-03 Yang Yu

Witsenhausen's 1968 counterexmaple is a simple two-stage decentralized stochastic control problem that highlighted the difficulties of sequential decision problems with non-classical information structures. Despite extensive prior efforts,…

Systems and Control · Electrical Eng. & Systems 2020-09-30 Bhagyashri Telsang , Seddik Djouadi , Charalambos D. Charalambous

Implementing state estimation in low and medium voltage power distribution is still challenging given the scale of many networks and the reliance of traditional methods on a large number of measurements. This paper proposes a method to…

Systems and Control · Computer Science 2019-12-02 Roel Dobbe , Werner van Westering , Stephan Liu , Daniel Arnold , Duncan Callaway , Claire Tomlin

For the purpose of addressing the multi-objective optimal reactive power dispatch (MORPD) problem, a two-step approach is proposed in this paper. First of all, to ensure the economy and security of the power system, the MORPD model aiming…

Optimization and Control · Mathematics 2020-03-06 Meng Zhang , Yang Li

Wasserstein Policy Optimization (WPO) is a recently proposed reinforcement learning algorithm that leverages Wasserstein gradient flows to optimize stochastic policies in continuous action spaces. Despite its empirical success, the…

Machine Learning · Computer Science 2026-05-22 David Šiška , Yufei Zhang

Bayesian optimization is a sequential decision making framework for optimizing expensive-to-evaluate black-box functions. Computing a full lookahead policy amounts to solving a highly intractable stochastic dynamic program. Myopic…

Machine Learning · Computer Science 2020-06-30 Shali Jiang , Daniel R. Jiang , Maximilian Balandat , Brian Karrer , Jacob R. Gardner , Roman Garnett
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