Predictive Pricing for Distributed Control
Anders Rantzer, Lund University
Abstract. We study optimal feedack control problems where the controller has the same graph structure as the plant. The structural assumption is trivially non-restrictive as long as every measurement is propagated without delay to every component of the controller. What is less obvious is that the necessary information propagation can also be obtained as the result of a game, where every component of the controller is an independent agent acting to minimize its own cost. We show how the game can be formulated using dual decomposition. For dynamic feedback problems, this leads to control action based on prediction of future prices.
Biography. Anders Rantzer was born in 1963. He received a Ph.D. degree in optimization and systems theory from the Royal Institute of Technology (KTH), Stockholm, Sweden. After postdoctoral positions at KTH and at IMA, University of Minnesota, he joined the Department of Automatic Control at Lund Univeristy in 1993. He was appointed professor of Automatic Control in Lund 1999. The academic year of 2004/05 he was visiting associate faculty member at Caltech. Rantzer has been serving as associate editor of IEEE Transactions on Automatic Control and several other journals. He is a winner of the SIAM Student Paper Competition, the IFAC Congress Young Author Price and the IET Premium Award for the best article in IEE Proceedings - Control Theory & Applications during 2006. He is a Fellow of IEEE and a member of the Royal Swedish Academy of Engineering Sciences. His research interests are in modeling, analysis and synthesis of control systems, with particular attention to uncertainty, optimization and distributed control.