Hierarchical stochastic control in a large scale linear system

MaRDI QIDQ3536356zbMATH OpenFDO

Authors Zdzisław Duda

Publication date 21 November 2008

zbMATH Keywords

decentralized stochastic controlhierarchical control structurelarge scale systems

Mathematics Subject Classification ID

Hierarchical systems (93A13) Optimal stochastic control (93E20)

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• Hierarchical control for large-scale systems with general multiple linear-quadratic structure
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• Hierarchical control in a large scale stochastic system with nonclassical information structure
• Determination of optimal controls in a hierarchical system in the presence of external factors
• Hierarchical optimal control with stochastic resource constraints
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