Geodesic
Two-level stochastic control for a linear system with nonclassical information
International Journal of Applied Mathematics and Computer Science, Tome 14 (2004) no. 2, pp. 161-166.

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A problem of control law design for large scale stochastic systems is discussed. Nonclassical information pattern is considered. A two-level hierarchical control structure with a coordinator on the upper level and local controllers on the lower level is proposed. A suboptimal algorithm with a partial decomposition of calculations and decentralized local control is obtained. A simple example is presented to illustrate the proposed approach.
Keywords: stochastic control, nonclassical information, hierarchical structure
Mots-clés : sterowanie stochastyczne, informacja nieklasyczna, struktura hierarchiczna 
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Duda, Z.; Brandys, W. Two-level stochastic control for a linear system with nonclassical information. International Journal of Applied Mathematics and Computer Science, Tome 14 (2004) no. 2, pp. 161-166. http://geodesic.mathdoc.fr/item/IJAMCS_2004_14_2_a3/

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