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Paper details
Number 2 - June 2004
Volume 14 - 2004
Two-level stochastic control for a linear system with nonclassical information
Zdzisław Duda, Witold Brandys
Abstract
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.
Keywords
stochastic control, nonclassical information, hierarchical structure