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Motivated by various problems such as distributed computation and multiagent coordination, an optimal coordinated resource allocation problem under dynamically changing environment has been solved by means of a sequential, two-stage, optimal semistable control approach. Technically we formulate this resource allocation problem into a linear, time-varying quadratic semistabilization problem with topologically changing, distributed iterative algorithms for resource allocation in peer-to-peer networks. To solve this problem, we propose a novel, sequential two-stage design. The first stage is to guarantee the convergence of the optimal policy while the second stage is to derive the explicit recursive formulas for optimal strategies under a finite set of convergence-guaranteed candidate policies.
Date of Conference: 12-15 Dec. 2011