Two-level stochastic control for a linear system with nonclassical information

Zdzisław Duda; Witold Brandys

International Journal of Applied Mathematics and Computer Science (2004)

  • Volume: 14, Issue: 2, page 161-166
  • ISSN: 1641-876X

Abstract

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A problem of control law design for large scale stochastic systems is discussed. Nonclassical information pattern is considered. A two-level hierarchical control structure with a coordinator on the upper level and local controllers on the lower level is proposed. A suboptimal algorithm with a partial decomposition of calculations and decentralized local control is obtained. A simple example is presented to illustrate the proposed approach.

How to cite

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Duda, Zdzisław, and Brandys, Witold. "Two-level stochastic control for a linear system with nonclassical information." International Journal of Applied Mathematics and Computer Science 14.2 (2004): 161-166. <http://eudml.org/doc/207687>.

@article{Duda2004,
abstract = {A problem of control law design for large scale stochastic systems is discussed. Nonclassical information pattern is considered. A two-level hierarchical control structure with a coordinator on the upper level and local controllers on the lower level is proposed. A suboptimal algorithm with a partial decomposition of calculations and decentralized local control is obtained. A simple example is presented to illustrate the proposed approach.},
author = {Duda, Zdzisław, Brandys, Witold},
journal = {International Journal of Applied Mathematics and Computer Science},
keywords = {hierarchical structure; stochastic control; nonclassical information; large-scale systems; interaction between subsystems},
language = {eng},
number = {2},
pages = {161-166},
title = {Two-level stochastic control for a linear system with nonclassical information},
url = {http://eudml.org/doc/207687},
volume = {14},
year = {2004},
}

TY - JOUR
AU - Duda, Zdzisław
AU - Brandys, Witold
TI - Two-level stochastic control for a linear system with nonclassical information
JO - International Journal of Applied Mathematics and Computer Science
PY - 2004
VL - 14
IS - 2
SP - 161
EP - 166
AB - A problem of control law design for large scale stochastic systems is discussed. Nonclassical information pattern is considered. A two-level hierarchical control structure with a coordinator on the upper level and local controllers on the lower level is proposed. A suboptimal algorithm with a partial decomposition of calculations and decentralized local control is obtained. A simple example is presented to illustrate the proposed approach.
LA - eng
KW - hierarchical structure; stochastic control; nonclassical information; large-scale systems; interaction between subsystems
UR - http://eudml.org/doc/207687
ER -

References

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  1. Aoki A. (1973): On decentralized linear stochastic control problems with quadratic cost. - IEEE Trans. Automat. Control, Vol. 18, No. 2, pp. 243-250. Zbl0266.93067
  2. Chong C.Y. and Athans M. (1971): On the stochastic control of linear systems with different information sets. - IEEE Trans. Automat. Contr., Vol. 16, No. 5, pp. 423-430. 
  3. Duda Z. and Brandys W. (2002): Decentralized hierarchical stochastic control in a large scale static system. - Proc. of the IFAC World Congress, Barcelona, (published on CD-ROM). Zbl1151.93428
  4. Findeisen W., Bailey F.N., Brdys M., Malinowski K., Tatjewski P. and Wozniak A. (1980): Control and Coordination in Hierarchical Systems. - London: Wiley. Zbl0534.93002
  5. Gessing R. (1987): Two-level hierarchical control for linear quadratic problem related to a static system. - Int. J. Contr., Vol. 46, No. 4, pp. 1251-1259. Zbl0637.93006
  6. Gessing R. and Duda Z. (1995): Price co-ordination for a resource allocation problem in a large-scale system . - Int. J. Syst. Sci., Vol. 26, No. 11, pp. 2245-2253. Zbl0842.93007
  7. Ho Y.C. (1980): Team decision theory and information structures. -Proc. IEE, Vol. 68, No. 6, pp. 644-654. 
  8. Mesarovic M.D., Macko D. and Takahara Y. (1970): Theory of Hierarchical Multilevel Systems. - New York: Academic. Zbl0206.14501
  9. Witsenhausen H.S. (1968): A counter example in stochastic optimum control. -SIAM J. Contr., Vol. 6, No. 1, pp. 131-147. Zbl0159.13404

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