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2004 | 14 | 2 | 161-166
Tytuł artykułu

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

Treść / Zawartość
Warianty tytułu
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.
Rocznik
Tom
14
Numer
2
Strony
161-166
Opis fizyczny
Daty
wydano
2004
otrzymano
2003-05-12
poprawiono
2004-01-30
Twórcy
  • Institute of Automatic Control, Silesian University of Technology, ul. Akademicka 16, 44-101 Gliwice, Poland
  • Institute of Automatic Control, Silesian University of Technology, ul. Akademicka 16, 44-101 Gliwice, Poland
Bibliografia
  • Aoki A. (1973): On decentralized linear stochastic control problems with quadratic cost. - IEEE Trans. Automat. Control, Vol. 18, No. 2, pp. 243-250.
  • 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.
  • 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).
  • Findeisen W., Bailey F.N., Brdys M., Malinowski K., Tatjewski P. and Wozniak A. (1980): Control and Coordination in Hierarchical Systems. - London: Wiley.
  • 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.
  • 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.
  • Ho Y.C. (1980): Team decision theory and information structures. -Proc. IEE, Vol. 68, No. 6, pp. 644-654.
  • Mesarovic M.D., Macko D. and Takahara Y. (1970): Theory of Hierarchical Multilevel Systems. - New York: Academic.
  • Witsenhausen H.S. (1968): A counter example in stochastic optimum control. -SIAM J. Contr., Vol. 6, No. 1, pp. 131-147.
Typ dokumentu
Bibliografia
Identyfikatory
Identyfikator YADDA
bwmeta1.element.bwnjournal-article-amcv14i2p161bwm
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