Stochastic Control of Two-Level Nonlinear Large-Scale Systems; Part II-Interaction Balance Principle

In this paper a new two-level method for stochastic control of large-scale systems is presented. This two-level approach is based on interaction balance principle (goal coordination) for optimization problem and a two-level computational algorithm using extended Kalman filter for the estimation one. The two-level optimizer uses a new coordinator which works by the gradient of interaction errors that improves the convergence rate of the solution. The significance and the applicability of the theoretical developments of this paper are also shown by a numerical example.