On the Pareto control and no-regret control for distributed systems with incomplete data

Author

Nakoulima, O. ; Omrane, A. ; Velin, J.

Author_Institution

Lab. de Mathematiques et Informatique, Univ. des Antilles et de La Guyane, Guadeloupe, France

Volume

2

fYear

2004

fDate

14-17 Dec. 2004

Firstpage

1970

Abstract

We discuss the control of distributed systems with incomplete data following the notion of no-regret control (or, equivalently, Pareto control) used by Lions in [C.R. Acad. Sci. Paris Ser. I Math., 302 (1986), pp. 223-227] and [C.R. Acad. Sci. Paris Ser. I Math., 302 (1992), pp. 1253-1257]. We associate with the no-regret control a sequence of low-regret controls defined by a quadratic perturbation previously used by Nakoulima, Omrane, and Velin in [C.R. Acad. Sci. Paris Ser. I Math., 330 (2000), pp. 801-806]. We prove that the perturbed system corresponds to a sequence of standard control problems and converges to the no-regret (or Pareto) control for which we obtain a singular optimality system.

Keywords

Pareto optimisation; distributed control; singularly perturbed systems; Pareto control; distributed system control; low-regret controls; no-regret control; perturbed system; quadratic perturbation; singular optimality system; Books; Control systems; Cost function; Distributed control; Environmental factors; Equations; Hilbert space; Optimal control; Pareto analysis; Uncertainty;

fLanguage

English

Publisher

ieee

Conference_Titel

Decision and Control, 2004. CDC. 43rd IEEE Conference on

ISSN

0191-2216

Print_ISBN

0-7803-8682-5

Type

conf

DOI

10.1109/CDC.2004.1430337

Filename

1430337