Hierarchical Decentralized Stochastic Control for Cyber-Physical Systems

Fuente: arXiv
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Auteurs principaux: Kaza, Kesav, Anantharaman, Ramachandran, Meshram, Rahul
Format: Preprint
Publié: 2025
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author Kaza, Kesav
Anantharaman, Ramachandran
Meshram, Rahul
author_facet Kaza, Kesav
Anantharaman, Ramachandran
Meshram, Rahul
contents This paper introduces a two-timescale hierarchical decentralized control architecture for Cyber-Physical Systems (CPS). The system consists of a global controller (GC), and N local controllers (LCs). The GC operates at a slower timescale, imposing budget constraints on the actions of LCs, which function at a faster timescale. Applications can be found in energy grid planning, wildfire management, and other decentralized resource allocation problems. We propose and analyze two optimization frameworks for this setting: COpt and FOpt. In COpt, both GC and LCs together optimize infinite-horizon discounted rewards, while in FOpt the LCs optimize finite-horizon episodic rewards, and the GC optimizes infinite-horizon rewards. Although both frameworks share identical reward functions, their differing horizons can lead to different optimal policies. In particular, FOpt grants greater autonomy to LCs by allowing their policies to be determined only by local objectives, unlike COpt. To our knowledge, these frameworks have not been studied in the literature. We establish the formulations, prove the existence of optimal policies, and prove the convergence of their value iteration algorithms. We further show that COpt always achieves a higher value function than FOpt and derive explicit bounds on their difference. Finally, we establish a set of sufficient structural conditions under which the two frameworks become equivalent.
format Preprint
id arxiv_https___arxiv_org_abs_2506_22971
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Hierarchical Decentralized Stochastic Control for Cyber-Physical Systems
Kaza, Kesav
Anantharaman, Ramachandran
Meshram, Rahul
Systems and Control
Machine Learning
Multiagent Systems
Optimization and Control
This paper introduces a two-timescale hierarchical decentralized control architecture for Cyber-Physical Systems (CPS). The system consists of a global controller (GC), and N local controllers (LCs). The GC operates at a slower timescale, imposing budget constraints on the actions of LCs, which function at a faster timescale. Applications can be found in energy grid planning, wildfire management, and other decentralized resource allocation problems. We propose and analyze two optimization frameworks for this setting: COpt and FOpt. In COpt, both GC and LCs together optimize infinite-horizon discounted rewards, while in FOpt the LCs optimize finite-horizon episodic rewards, and the GC optimizes infinite-horizon rewards. Although both frameworks share identical reward functions, their differing horizons can lead to different optimal policies. In particular, FOpt grants greater autonomy to LCs by allowing their policies to be determined only by local objectives, unlike COpt. To our knowledge, these frameworks have not been studied in the literature. We establish the formulations, prove the existence of optimal policies, and prove the convergence of their value iteration algorithms. We further show that COpt always achieves a higher value function than FOpt and derive explicit bounds on their difference. Finally, we establish a set of sufficient structural conditions under which the two frameworks become equivalent.
title Hierarchical Decentralized Stochastic Control for Cyber-Physical Systems
topic Systems and Control
Machine Learning
Multiagent Systems
Optimization and Control
url https://arxiv.org/abs/2506.22971