Computer Science – Systems and Control
Scientific paper
2011-12-29
Computer Science
Systems and Control
Submitted to IEEE Transactions on Automatic Control
Scientific paper
The optimal decentralized control of coupled subsystems with control sharing is investigated. The system consists of $n$-coupled subsystems, each with a local control station. The evolution of a subsystem is controlled by the actions of all control stations. However, each control station observes only the state of its subsystem and the one-step delayed actions of all control stations. At each time, a cost that depends on the state of all subsystems and the actions of all control stations is incurred. The system has non-classical information structure; since each control station observes the delayed control actions of all other control stations, the system is said to have \emph{control-sharing} information structure. We first identify redundant data at each controller, then use the common-information based approach of Nayyar et al. (2011) to obtain the structure of optimal control strategies and a dynamic programming decomposition, and finally use the specifics of the model to simplify the structure of optimal control strategies and the corresponding dynamic programming decomposition.
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