Brief An ordinal optimization approach to optimal control problems

  • Authors:
  • Mei (May) Deng;Yu-Chi Ho

  • Affiliations:
  • AT&T Labs, Room 1L-208, 101 Crawfords Corner Road, Holmdel, NJ 07733, USA;Division of Applied Science, Harvard University, 29 Oxford Street, Cambridge, MA 02138, USA

  • Venue:
  • Automatica (Journal of IFAC)
  • Year:
  • 1999

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Abstract

We introduce an ordinal optimization approach to the study of optimal control law design. As illustration of the methodology, we find the optimal feedback control law for a simple LQG problem without the benefit of theory. For the famous unsolved Witsenhausen problem (1968, SIAM J. Control, 6(1)), a solution that is 50% better than the Witsenhausen solution is found.