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

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Duda Z., Brandys W.

International Journal of Applied Mathematics and Computer Science

2004

tom 14

nr 2

161-166

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.

Ograniczanie wyników

1 International Journal of Applied Mathematics and Computer Science

1 Brandys W.

1 Duda Z.

1 2004

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