Optimal control for large scale systems-a recursive approach

In this paper, a recursive fixed point type method is presented to obtain the "/spl epsiv/-coupled" subsystems. It has been shown that the recursive method is particularly useful when the coupling parameter /spl epsiv/ is not small and/or when some desired order of accuracy is required, namely O(/spl epsiv//sup 2k/), where k is the number of iterations. It is proved that the convergence rate of the algorithm is O(/spl epsiv//sup 2/) for subsystem problems, and O(/spl epsiv/) for coordinator's problem. Due to its recursive nature, this method is conceptually simple and very suitable for parallel programming. An illustrative numerical example is given to verify the proposed approach.<
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