Itogi Nauki i Tekhniki. Sovremennaya Matematika i ee Prilozheniya. Tematicheskie Obzory
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Itogi Nauki i Tekhniki. Sovremennaya Matematika i ee Prilozheniya. Tematicheskie Obzory, 2020, Volume 186, Pages 91–101
DOI: https://doi.org/10.36535/0233-6723-2020-186-91-101 (Mi into717) 		 
Hierarchical optimal control with random resource constraints

O. Yu. Maryasina, A. S. Kolodkinab

a Yaroslavl State Technical University
b Yaroslavl Industrial and Economical College
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DOI: https://doi.org/10.36535/0233-6723-2020-186-91-101
Abstract: 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.
Document Type: Article
UDC: 517.977.5
MSC: 34H05, 49K15, 49N10, 93E20
Language: Russian
Citation: O. Yu. Maryasin, A. S. Kolodkina, “Hierarchical optimal control with random resource constraints”, 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, Itogi Nauki i Tekhniki. Sovrem. Mat. Pril. Temat. Obz., 186, VINITI, Moscow, 2020, 91–101
Citation in format AMSBIB
\Bibitem{MarKol20}
\by O.~Yu.~Maryasin, A.~S.~Kolodkina
\paper Hierarchical optimal control with random resource constraints
\inbook 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
\serial Itogi Nauki i Tekhniki. Sovrem. Mat. Pril. Temat. Obz.
\yr 2020
\vol 186
\pages 91--101
\publ VINITI
\publaddr Moscow
\mathnet{http://mi.mathnet.ru/into717}
\crossref{https://doi.org/10.36535/0233-6723-2020-186-91-101}
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