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

• Autorzy: Duda Z. , Brandys W.
• Języki publikacji: EN

Abstrakty

EN

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.

Słowa kluczowe

EN

stochastic control; nonclassical information; hierarchical structure

PL

sterowanie stochastyczne; informacja nieklasyczna; struktura hierarchiczna

• Wydawca: Oficyna Wydawnicza Uniwersytetu Zielonogórskiego
• Czasopismo: International Journal of Applied Mathematics and Computer Science
• Rocznik: 2004
• Tom: Vol. 14, no 2
• Strony: 161--166
• Opis fizyczny: Bibliogr. 9 poz., tab.

Twórcy

autor

Duda Z.

• Institute of Automatic Control, Silesian University of Technology, ul. Akademicka 16, 44–101 Gliwice, Poland

autor

Brandys W.

• Institute of Automatic Control, Silesian University of Technology, ul. Akademicka 16, 44–101 Gliwice, Poland

Bibliografia

• [1] Aoki A. (1973): On decentralized linear stochastic control problems with quadratic cost. — IEEE Trans. Automat. Control, Vol. 18, No. 2, pp. 243–250.
• [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 CDROM).
• [4] Findeisen W., Bailey F.N., Brdys M., Malinowski K., Tatjewski P. and Wozniak A. (1980): Control and Coordination in Hierarchical Systems.—London: Wiley.
• [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.
• [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.
• [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.
• [9] Witsenhausen H.S. (1968): A counterexample in stochastic optimum control. — SIAM J. Contr., Vol. 6, No. 1, pp. 131–147.