DocumentCode
825665
Title
Centralized and decentralized control schemes for Gauss-Poisson processes
Author
Segall, Adrian
Author_Institution
Technion--Israel Institute of Technology, Haifa, Israel
Volume
23
Issue
1
fYear
1978
fDate
2/1/1978 12:00:00 AM
Firstpage
47
Lastpage
57
Abstract
Gauss-Poisson processes are defined as jump processes with jump times according to a Poisson process and Gaussian jump size. Filtering and prediction recursive schemes are obtained and used in the derivation of optimal control schemes. Dynamic programming sufficient conditions are given for both centralized and delayed information sharing decentralized schemes. For the linear quadratic model, we derive explicit solutions for the optimal control.
Keywords
Decentralized control; Dynamic programming; Jump processes; Linear systems, stochastic continuous-time; Optimal stochastic control; Poisson processes; Prediction methods; Recursive estimation; State estimation; Stochastic optimal control; Automatic control; Centralized control; Communication system control; Control systems; Delay; Distributed control; Dynamic programming; Gaussian processes; Optimal control; Sufficient conditions;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1978.1101675
Filename
1101675
Link To Document