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Optimal resource allocation in a large scale system under soft constraints

Zdzisław Duda — 2000

Kybernetika

In the paper there is discussed a problem of the resource allocation in a large scale system in the presence of the resource shortages. The control task is devided into two levels, with the coordinator on the upper level and local controllers on the lower one. It is assumed that they have different information. The coordinator has an information on mean values of users demands, an inflow forecast and an estimation of the resource amount in a storage reservoir. On the basis on this information it...

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

Zdzisław DudaWitold Brandys — 2004

International Journal of Applied Mathematics and Computer Science

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.

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