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.
@article{bwmeta1.element.bwnjournal-article-amcv14i2p161bwm,
author = {Duda, Zdzis\l aw and Brandys, Witold},
title = {Two-level stochastic control for a linear system with nonclassical information},
journal = {International Journal of Applied Mathematics and Computer Science},
volume = {14},
year = {2004},
pages = {161-166},
zbl = {1070.93048},
language = {en},
url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-amcv14i2p161bwm}
}
Duda, Zdzisław; Brandys, Witold. Two-level stochastic control for a linear system with nonclassical information. International Journal of Applied Mathematics and Computer Science, Tome 14 (2004) pp. 161-166. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-amcv14i2p161bwm/
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