Welcome to the new version of CaltechAUTHORS. Login is currently restricted to library staff. If you notice any issues, please email coda@library.caltech.edu
Published December 2017 | public
Book Section - Chapter Open

Thinking Fast and Slow: Optimization Decomposition Across Timescales


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.

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.

Attached Files

Submitted - 1704.07785.pdf


Files (186.0 kB)
Name Size Download all
186.0 kB Preview Download

Additional details

August 19, 2023
August 19, 2023