Two-Level Hierarchical Control for Stochastic Optimal LQ Problem

摘要

In this paper, a two-level hierarchical decentralized control for the stochastic system is considered. A large-scale system is composed of N linear static subsystems which interacts by means of the output variables and the control variables, with a quadratic performances index. It is assumed that there are a coordinator and a number of local controllers in the two-level hierarchical control structure. The information which has an essential meaning for the whole system is available to the coordinator, while the local controllers have more detailed information concerning the respective local subsystems. The "elastic constraint" [1] is used for coordination, it is possible to decompose the calculations and realize the decentralized optimal control. The result of [1] is extended.