Continuous Random Variable Estimation is not Optimal for the Witsenhausen Counterexample.
Maël Le TreustTobias J. OechteringPublished in: CoRR (2021)
Keyphrases
- random variables
- probability distribution
- continuous variables
- graphical models
- latent variables
- bayesian networks
- marginal distributions
- conditional probabilities
- conditionally independent
- distribution function
- joint distribution
- optimal control
- probabilistic model
- lead time
- closed form
- directed acyclic graph
- model checking
- parameter estimation
- dynamic programming
- conditional distribution
- conditional distributions
- optimal solution