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Stochastic Networked Control Systems

Stabilization and Optimization under Information Constraints

  • Serdar Yüksel
  • Tamer Başar

Part of the Systems & Control: Foundations & Applications book series (SCFA)

Table of contents

  1. Front Matter
    Pages i-xviii
  2. Serdar Yüksel, Tamer Başar
    Pages 1-8
  3. Information Structures in Networked Control

  4. Stabilization of Networked Control Systems

    1. Front Matter
      Pages 153-153
    2. Serdar Yüksel, Tamer Başar
      Pages 155-177
    3. Serdar Yüksel, Tamer Başar
      Pages 189-214
    4. Serdar Yüksel, Tamer Başar
      Pages 215-291
    5. Serdar Yüksel, Tamer Başar
      Pages 293-316
  5. Optimization in Networked Control: Design of Optimal Policies under Information Constraints

  6. Back Matter
    Pages 423-482

About this book

Introduction

Networked control systems are increasingly ubiquitous today, with applications ranging from vehicle communication and adaptive power grids to space exploration and economics. The optimal design of such systems presents major challenges, requiring tools from various disciplines within applied mathematics such as decentralized control, stochastic control, information theory, and quantization. 

A thorough, self-contained book, Stochastic Networked Control Systems: Stabilization and Optimization under Information Constraints aims to connect these diverse disciplines with precision and rigor, while conveying design guidelines to controller architects. Unique in the literature, it lays a comprehensive theoretical foundation for the study of networked control systems, and introduces an array of concrete tools for work in the field.  Salient features include: 

·         Characterization, comparison and optimal design of information structures in static and dynamic teams. Operational, structural and topological properties of information structures in optimal decision making, with a systematic program for generating optimal encoding and control policies. The notion of signaling, and its utilization in stabilization and optimization of decentralized control systems.  

·         Presentation of mathematical methods for stochastic stability of networked control systems using random-time, state-dependent drift conditions and martingale methods.  

·         Characterization and study of information channels leading to various forms of stochastic stability such as stationarity, ergodicity, and quadratic stability; and connections with information and quantization theories. Analysis of various classes of centralized and decentralized control systems. 

·         Jointly optimal design of encoding and control policies over various information channels and under general optimization criteria, including a detailed coverage of linear-quadratic-Gaussian models. 

·         Decentralized agreement and dynamic optimization under information constraints. 

This monograph is geared toward a broad audience of academic and industrial researchers interested in control theory, information theory, optimization, economics, and applied mathematics. It could likewise serve as a supplemental graduate text. The reader is expected to have some familiarity with linear systems, stochastic processes, and Markov chains, but the necessary background can also be acquired in part through the four appendices included at the end.

Keywords

Markov chains communication channels decentralized control information structures information theory networked control systems source coding stochastic control

Authors and affiliations

  • Serdar Yüksel
    • 1
  • Tamer Başar
    • 2
  1. 1., Department of Mathematics and StatisticsQueen's UniversityKingstonCanada
  2. 2.Dept. Electrical & Computer Engineering, Coordinated Science Lab.University of Illinois at Urbana-ChampaiUrbanaUSA

Bibliographic information

  • DOI https://doi.org/10.1007/978-1-4614-7085-4
  • Copyright Information Springer Science+Business Media New York 2013
  • Publisher Name Birkhäuser, New York, NY
  • eBook Packages Mathematics and Statistics
  • Print ISBN 978-1-4614-7084-7
  • Online ISBN 978-1-4614-7085-4
  • Series Print ISSN 2324-9749
  • Series Online ISSN 2324-9757
  • Buy this book on publisher's site