Coordinated control of stochastic distributed parameter systems

A practical approach of decomposing a class of first-order stochastic distributed parameter systems is developed for the purpose of formulating coordinated optimal control problem. Rather than making a discrete approximation of the distributed parameter system, the approach partitions the system into a number of subsystems only by making use of physical constraints and design objectives. The control is achieved by two level interactive optimization scheme. The first level optimizes individual stochastic subsystems, and the second level adjusts the interaction variables between subsystems in order to satisfy the compatibility condition.