Displaying similar documents to “Optimal resource allocation in a large scale system under soft constraints”

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

Zdzisław Duda, Witold Brandys (2004)

International Journal of Applied Mathematics and Computer Science

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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.

Robust Control of Linear Stochastic Systems with Fully Observable State

Alexander Poznyak, M. Taksar (1996)

Applicationes Mathematicae

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We consider a multidimensional linear system with additive inputs (control) and Brownian noise. There is a cost associated with each control. The aim is to minimize the cost. However, we work with the model in which the parameters of the system may change in time and in addition the exact form of these parameters is not known, only intervals within which they vary are given. In the situation where minimization of a functional over the class of admissible controls makes no sense since...

Control of linear systems with rational expectations. The case of incomplete information.

Emilio Cerdá Tena (1992)

Trabajos de Investigación Operativa

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The problem of optimal control of linear economic systems with rational expectations and quadratic objective function is solved for the case of incomplete information. The case of complete information has been previously studied. In both problems the hypothesis of causality is not satisfied and, therefore, the standard techniques of control theory cannot be directly applied, though the method used is based on these techniques.

On the optimal continuous decentralized control of non-linear dynamical multivariable systems about the origin.

Manuel de la Sen Parte (1987)

Trabajos de Investigación Operativa

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This paper deals with the local (around the equilibrium) optimal decentralized control of autonomous multivariable systems of nonlinearities and couplings between subsystems which can be expressed as power series in the state-space are allowed in the formulation. They only affect for the optimal performance integrals in cubic and higher terms in the norm of the initial conditions of the dynamical differential system. The basic hypothesis which is made is that the system is centrally-stabilizable...