On the decentralized control of large-scale systems

The decentralized control of stochastic large scale systems was considered. Particular emphasis was given to control strategies which utilize decentralized information and can be computed in a decentralized manner. The deterministic constrained optimization problem is generalized to the stochastic case when each decision variable depends on different information and the constraint is only required to be satisfied on the average. For problems with a particular structure, a hierarchical decomposition is obtained. For the stochastic control of dynamic systems with different information sets, a new kind of optimality is proposed which exploits the coupled nature of the dynamic system. The subsystems are assumed to be uncoupled and then certain constraints are required to be satisfied, either in a off-line or on-line fashion. For off-line coordination, a hierarchical approach of solving the problem is obtained. The lower level problems are all uncoupled. For on-line coordination, distinction is made between open loop feedback optimal coordination and closed loop optimal coordination.