On the Inapproximability of the Discrete Witsenhausen Problem
- Resource Type
- Periodical
- Authors
- Olshevsky, A.
- Source
- IEEE Control Systems Letters IEEE Control Syst. Lett. Control Systems Letters, IEEE. 3(3):529-534 Jul, 2019
- Subject
- Robotics and Control Systems
Computing and Processing
Components, Circuits, Devices and Systems
Random variables
Color
Approximation algorithms
Three-dimensional displays
Indexes
Computational complexity
Decentralized control
computational complexity
- Language
- ISSN
- 2475-1456
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 state and second-stage noise as inputs to the problem. Following Papadimitriou and Tsitsiklis, who showed that computing the optimal solution is NP-complete, we construct a sequence of problem instances with the initial state uniform over a set of size ${n}$ and the noise uniform over a set of size at most ${n} {^ 2}$ , such that finding a strategy whose cost is a multiplicative ${n} ^{{ 2-\epsilon }}$ approximation to the optimal cost is NP-hard for any $ {\epsilon > \text 0}$ .