Theoretical and Practical Problems in the Design of Stochastic Large Scale Systems.

摘要

The purpose of this paper is to indicate the nature of problems that must be considered in the analysis and design of large scale stochastic dynamic systems. We postulate a two level structure consisting of a coordinator and N local subsystems. Specific details are given for the case that the local subsystems are required to solve a specific well defined Linear-Quadratic-Gaussian problem. (Author)