ON THE DECOMPOSITION OF STOCHASTIC CONTROL PROBLEMS.

A. Benveniste, P. Bernhard, G. Cohen

Research output: Contribution to conferencePaperpeer-review

1 Scopus citations

Abstract

This paper proposes an analysis of what the authors claim are the main issues underlying the difficult problem of stochastic decentralized control, or rather stochastic optimal control of interconnected systems. In studying the control of interconnected systems (coordination), the main issue is the management of the interactions. For stochastic systems, this raises a difficult question of constructing a local model of the stochastic process of interaction, realistic enough but leading to reasonably sized local problems. This viewpoint leads to a greatly simplified solution of C. Y. Chong's problem. The conclusion is that known representations of stochastic processes are not well suited to deal with the problem considered.

Original languageEnglish
Pages3-12
Number of pages10
StatePublished - 1 Jan 1976
Externally publishedYes
EventLarge Scale Syst Theory and Appl, Proc of the IFAC Symp - Udine, Italy
Duration: 16 Jun 197620 Jun 1976

Conference

ConferenceLarge Scale Syst Theory and Appl, Proc of the IFAC Symp
CityUdine, Italy
Period16/06/7620/06/76

ASJC Scopus subject areas

  • Engineering (all)

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