Decentralized,stochastic control for a static LQ problem

An original problem statement for the optimal control laws design is presented. A large scale system composed of M linear static subsystems with an interaction and quadratic performance index is considered. A two-level hierarchical control structure is assumed, in which a coordinator and local controllers have access to different information. The so-called elastic constraint (Gessing 1985) is used for coordination. For the problem the possibility of partial decomposition of calculations and a decentralization of the control, as well as an analytical form of the optimal laws are obtained. The influence of the particular subsystem on the control quality is investigated.