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Thinking Fast and Slow: Optimization Decomposition Across Timescales. (arXiv:1704.07785v1 [math.OC])

来源于:arXiv
Many real-world control systems, such as the smart grid and human sensorimotor control systems, have decentralized components that react quickly using local information and centralized components that react slowly using a more global view. This paper seeks to provide a theoretical framework for how to design controllers that are decomposed across timescales in this way. The framework is analogous to how the network utility maximization framework uses optimization decomposition to distribute a global control problem across independent controllers, each of which solves a local problem; except our goal is to decompose a global problem temporally, extracting a timescale separation. Our results highlight that decomposition of a multi-timescale controller into a fast timescale, reactive controller and a slow timescale, predictive controller can be near-optimal in a strong sense. In particular, we exhibit such a design, named Multi-timescale Reflexive Predictive Control (MRPC), which maintain 查看全文>>