Decentralized asynchronous optimization of stochastic discrete event systems

Author

Vazquez-Abad, F.J. ; Cassandras, Christos G. ; Julka, Vibhor

Author_Institution

Dept. of Comput. Sci. & Oper. Res., Montreal Univ., Que., Canada

Volume

4

fYear

1995

fDate

13-15 Dec 1995

Firstpage

3632

Abstract

We propose and analyze decentralized asynchronous control structures for the parametric optimization of stochastic discrete event systems (DES) consisting of K distributed components. We use a stochastic approximation type of optimization scheme driven by gradient estimates of a global performance measure with respect to local control parameters. The estimates are obtained in distributed and asynchronous fashion at the K components based on local state information only. We identify two verifiable conditions for the estimators and show that if they, and some additional technical conditions, are satisfied, the decentralized asynchronous scheme that we propose converges to a global optimum in a weak sense

Keywords

approximation theory; decentralised control; discrete event systems; optimal control; stochastic systems; decentralized asynchronous control structures; decentralized asynchronous optimization; distributed asynchronous estimation; global performance measure; gradient estimates; local state information; stochastic approximation; stochastic discrete event systems; Computer science; Control systems; Discrete event systems; Operations research; Parameter estimation; State estimation; Stochastic processes; Stochastic systems; Switches; Workstations;

fLanguage

English

Publisher

ieee

Conference_Titel

Decision and Control, 1995., Proceedings of the 34th IEEE Conference on

Conference_Location

New Orleans, LA

ISSN

0191-2216

Print_ISBN

0-7803-2685-7

Type

conf

DOI

10.1109/CDC.1995.479153

Filename

479153