Optimal decentralized control of a stochastically switched system with local parameter knowledge

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

This paper considers an optimal decentralized control problem for a linear system with stochastically switched input/output matrices depending on local parameters. These stochastic parameters are assumed independent in time and available instantaneously to the local controller but with a one time step delay to the other. We first solve this problem for the case of a single time step and show that the optimal policy can be reached through iterating the best responses of each player. For the optimal multiple step problem, a dynamic programming approach is employed while using the result of the one step control at each step.

Original languageEnglish (US)
Title of host publication2013 European Control Conference, ECC 2013
Pages75-80
Number of pages6
StatePublished - Dec 1 2013
Event2013 12th European Control Conference, ECC 2013 - Zurich, Switzerland
Duration: Jul 17 2013Jul 19 2013

Publication series

Name2013 European Control Conference, ECC 2013

Other

Other2013 12th European Control Conference, ECC 2013
CountrySwitzerland
CityZurich
Period7/17/137/19/13

ASJC Scopus subject areas

  • Control and Systems Engineering

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  • Cite this

    Mishra, A., Langbort, C., & Dullerud, G. E. (2013). Optimal decentralized control of a stochastically switched system with local parameter knowledge. In 2013 European Control Conference, ECC 2013 (pp. 75-80). [6669819] (2013 European Control Conference, ECC 2013).