Geodesic
Hierarchical optimal control with random resource constraints
Itogi nauki i tehniki. Sovremennaâ matematika i eë priloženiâ. Tematičeskie obzory, Proceedings of the All-Russian Scientific Conference «Differential Equations and Their Applications» dedicated to the 85th anniversary of Professor M. T. Terekhin. Ryazan State University named for S. A. Yesenin, Ryazan, May 17-18, 2019. Part 2, Tome 186 (2020), pp. 91-101

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We consider a method for solving the problem of optimal control of a composite dynamic system with random 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 random resource constraints leads to the solution of one-stage problems of stochastic programming.
Keywords: complex system, hierarchical optimal control, stochastic programming. 
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     author = {O. Yu. Maryasin and A. S. Kolodkina},
     title = {Hierarchical optimal control with random resource constraints},
     journal = {Itogi nauki i tehniki. Sovremenna\^a matematika i e\"e prilo\v{z}eni\^a. Temati\v{c}eskie obzory},
     pages = {91--101},
     publisher = {mathdoc},
     volume = {186},
     year = {2020},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/INTO_2020_186_a11/}
}
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O. Yu. Maryasin; A. S. Kolodkina. Hierarchical optimal control with random resource constraints. Itogi nauki i tehniki. Sovremennaâ matematika i eë priloženiâ. Tematičeskie obzory, Proceedings of the All-Russian Scientific Conference «Differential Equations and Their Applications» dedicated to the 85th anniversary of Professor M. T. Terekhin. Ryazan State University named for S. A. Yesenin, Ryazan, May 17-18, 2019. Part 2, Tome 186 (2020), pp. 91-101. http://geodesic.mathdoc.fr/item/INTO_2020_186_a11/