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@MASTERSTHESIS{Noffke:1045815,
author = {Noffke, René},
title = {{W}itsenhausen’s {C}ounterexample – {A} {R}efined
{A}pproach using {V}ariational {A}nalysis},
school = {FH Aachen},
type = {Masterarbeit},
reportid = {FZJ-2025-03614},
pages = {97 p.},
year = {2025},
note = {Masterarbeit, FH Aachen, 2025},
abstract = {Witsenhausen’s counterexample is a well known problem
from control theory illustrating, linear controllers are not
always the best choice. Studies on theoretical and numerical
results have been conducted for now more than 50 years and
mathematicians are still searching for new attempts gaining
better controllers for the problem. The performance of these
controllers is compared on a benchmark based on the
problem’s underlying cost functional. In this thesis first
a new method to evaluate the named cost functional was
developed. Hereby the method was built as it works
adaptively, requiring only as much computing capacity as is
necessary. Moreover, the method includes a discontinuity
detection to handle step functions which are often used for
Witsenhausen’s counterexample. Next, it was shown that
Witsenhausen’s counterexample is a problem from
variational analysis and a necessary criterion for
optimality, based on the Euler-Lagrange, equation was
derived. Based on this result, a basis function fulfilling
the gained criterion was computed. In the first performed
optimization step, the described basis functions were
combined to gain an approximation for an optimal controller.
The next optimization step was created based on the insights
from previous papers indicating that adding a curve to each
step improves the results. The result on the one hand was an
evaluation method computing the cost for an analytically
known result in less than a second for a precision of
$10^{-8}$. Moreover, this method was able to determine the
value up to a precision of $10^{-14}$. On the other hand,
the optimization yielded the fourth best value known up to
now, with an absolute difference of $3.159\cdotp 10^{-5}$ to
the best known.},
cin = {JSC},
cid = {I:(DE-Juel1)JSC-20090406},
pnm = {5112 - Cross-Domain Algorithms, Tools, Methods Labs (ATMLs)
and Research Groups (POF4-511)},
pid = {G:(DE-HGF)POF4-5112},
typ = {PUB:(DE-HGF)19},
doi = {10.34734/FZJ-2025-03614},
url = {https://juser.fz-juelich.de/record/1045815},
}