Hierarchical Optimal Control with Stochastic Resource Constraints

We consider a method for solving the problem of optimal control of a composite dynamic system with stochastic resource constraints. The method is based on the method of hierarchical optimization, which includes iterative solution of local problems and the coordination problem. To solve local problem...

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Bibliographic Details
Published in:Journal of mathematical sciences (New York, N.Y.) N.Y.), 2024, Vol.283 (3), p.436-446
Main Authors: Maryasin, O. Yu, Kolodkina, A. S.
Format: Article
Language:English
Subjects:
Constraints
Iterative solution
Mathematics
Mathematics and Statistics
Optimal control
Predictive control
Stochastic programming
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Summary:We consider a method for solving the problem of optimal control of a composite dynamic system with stochastic resource constraints. The method is based on the method of hierarchical optimization, which includes iterative solution of local problems and the coordination problem. To solve local problems, we apply the model predictive control. Taking into account stochastic resource constraints leads to the solution of one-stage problems of stochastic programming.
ISSN:1072-3374
1573-8795
DOI:10.1007/s10958-024-07272-0