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Thinking Fast and Slow: Optimization Decomposition Across Timescales

Goel, Gautam and Chen, Niangjun and Wierman, Adam (2017) Thinking Fast and Slow: Optimization Decomposition Across Timescales. In: 2017 IEEE 56th Annual Conference on Decision and Control (CDC). IEEE , Piscataway, NJ, pp. 1291-1298. ISBN 978-1-5090-2874-0.

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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 maintains a pertimestep cost within a constant factor of the offline optimal in an adversarial setting.

Item Type:Book Section
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Chen, Niangjun0000-0002-2289-9737
Additional Information:© 2017 IEEE. Date Added to IEEE Xplore: 23 January 2018. This work was supported by the NSF through grants AitF-1637598, CNS-1518941, CPS-154471, CNS-1319820, EPAS-1307794. We also thank Desmond Cai and Nik Matni for helpful discussions.
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Record Number:CaltechAUTHORS:20180125-151615858
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Official Citation:G. Goel, N. Chen and A. Wierman, "Thinking fast and slow: Optimization decomposition across timescales," 2017 IEEE 56th Annual Conference on Decision and Control (CDC), Melbourne, Australia, 2017, pp. 1291-1298. doi: 10.1109/CDC.2017.8263834
Usage Policy:No commercial reproduction, distribution, display or performance rights in this work are provided.
ID Code:84531
Deposited By: Ruth Sustaita
Deposited On:31 Jan 2018 17:59
Last Modified:03 Oct 2019 19:19

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