Two-level stochastic LQ control problem for a dynamic system

DOI10.1080/00207729008910403MaRDI QIDQ3476720zbMATH OpenOpenAlexFDO

Authors Ryszard Gessing, Zdzisław Duda

Publication date 1990

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207729008910403

zbMATH Keywords

large-scale systemTwo-level, hierarchical, partially decentralized control

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Stochastic systems in control theory (general) (93E03) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20)

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Cites work

• Survey of decentralized control methods for large scale systems
• Two-level hierarchical control for stochastic optimal resource allocation†

Cited in

(9)

• On the second eigenfunctions of the Laplacian in \({\mathbb{R}}^ 2\)
• A two-stage dual suboptimal controller for stochastic systems using approximate moments
• Hierarchical stochastic control in a large scale linear system
• Time-invariant BAS-decentralized large-scale linear regulator problem
• Two-level stochastic control for the linear quadratic problem related to a static system
• scientific article; zbMATH DE number 2170289 (Why is no real title available?)
• scientific article; zbMATH DE number 1856209 (Why is no real title available?)
• Hierarchical control in a large scale stochastic system with nonclassical information structure
• Sequential LQG optimization of hierarchically structured systems

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