Decentralized Stackelberg Strategies for Interconnected Stochastic Dynamic Systems
Abstract
A two level sequential decision formulation for the control of interconnected stochastic linear discrete-time systems is investigated. An interconnection of several systems is considered, whereby each subsystem has a decision maker and an associated quadratic cost function. One of the decision makers is designated as a leader or coordinator and his control strategies are to be chosen prior to those of the others. The information available to each decision maker may be different from those of the others. The second level decision makers are regarded as followers in the context of Stackelberg strategies. Their strategies are in accordance with the Nash equilibrium concept or Pareto optimal concept except that the coordinator's strategy is known to all of them. The coordinator chooses his strategy under the assumption that the followers will fully exploit the prior announcement of his strategy. Centralized and decentralized information are considered. Dynamic programming is employed to derive the recursive equations for determining the control laws for each subsystem. Decentralized information structure is more attractive since each subsystem control law is based only on local measurements. However, a two-point boundary value problem has to be solved. A simple algorithm is suggested but conditions for convergence are not yet available. Finally, a decentralized Stackelberg strategies for an interconnected power system is suggested. The design procedure emphasizes proportional plus integral control in the context of Stackelberg strategies.
Document Details
- Document Type
- Technical Report
- Publication Date
- Oct 01, 1977
- Accession Number
- ADA057648
Entities
People
- Suvalai P. Glankwamdee
Organizations
- University of Illinois Urbana–Champaign