Efficient algorithm for the optimal control of interconnected stochastic systems

DOI10.1049/IP-D.1984.0017MaRDI QIDQ3313759zbMATH OpenOpenAlexFDO

Authors A. K. Mahalanabis, G. Ray

Publication date 1984

Published in IEE Proceedings D Control Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1049/ip-d.1984.0017

zbMATH Keywords

algorithmChandrasekhar equationinterconnected stochastic system

Mathematics Subject Classification ID

Analysis of algorithms and problem complexity (68Q25) Large-scale systems (93A15) Canonical structure (93B10) Linear systems in control theory (93C05) Model systems in control theory (93C99) Optimal stochastic control (93E20)

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Cited in

(3)

• The optimization of an interconnected system with multiple decision makers
• A locally computed suboptimal control strategy for a class of interconnected systems
• A new parallel algorithm for optimal control problems of interconnected systems

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