Title :
Decentralized asynchronous optimization of stochastic discrete event systems
Author :
Vazquez-Abad, F.J. ; Cassandras, Christos G. ; Julka, Vibhor
Author_Institution :
Dept. of Comput. Sci. & Oper. Res., Montreal Univ., Que., Canada
Abstract :
We propose and analyze decentralized asynchronous control structures for the parametric optimization of stochastic discrete event systems (DES) consisting of K distributed components. We use a stochastic approximation type of optimization scheme driven by gradient estimates of a global performance measure with respect to local control parameters. The estimates are obtained in distributed and asynchronous fashion at the K components based on local state information only. We identify two verifiable conditions for the estimators and show that if they, and some additional technical conditions, are satisfied, the decentralized asynchronous scheme that we propose converges to a global optimum in a weak sense
Keywords :
approximation theory; decentralised control; discrete event systems; optimal control; stochastic systems; decentralized asynchronous control structures; decentralized asynchronous optimization; distributed asynchronous estimation; global performance measure; gradient estimates; local state information; stochastic approximation; stochastic discrete event systems; Computer science; Control systems; Discrete event systems; Operations research; Parameter estimation; State estimation; Stochastic processes; Stochastic systems; Switches; Workstations;
Conference_Titel :
Decision and Control, 1995., Proceedings of the 34th IEEE Conference on
Conference_Location :
New Orleans, LA
Print_ISBN :
0-7803-2685-7
DOI :
10.1109/CDC.1995.479153
