论文标题
凸的高维汇总随机控制问题的分解
Decomposition of convex high dimensional aggregative stochasticcontrol problems
论文作者
论文摘要
我们考虑凸高维随机控制问题的框架，其中控制在成本函数中是汇总的。作为第一个贡献，我们引入了一个修改后的问题，其最佳控制是在某些合理的假设下是原始问题的$ \ varepsilon $ - 最佳解决方案。作为第二个贡献，我们提出了一种分散的算法，该算法的收敛与修改问题的解决方案的融合得以建立。最后，我们研究了开发工具在工程环境中的应用，研究了大量国内恒温负载人群（TCLS）的协调问题
We consider the framework of convex high dimensional stochastic control problems, in which the controls are aggregated in the cost function. As first contribution, we introduce a modified problem, whose optimal control is under some reasonable assumptions an $\varepsilon$-optimal solution of the original problem. As second contribution, we present a decentralized algorithm whose convergence to the solution of the modified problem is established. Finally, we study the application of the developed tools in an engineering context, studying a coordination problem for large populations of domestic thermostatically controlled loads (TCLs)
