Price co-ordination for a resource allocation problem in a large-scale system

A two-level partially decentralized control for the optimal resource allocation in a large-scale system is considered. The case of different information of the co-ordinator and also of particular local controllers is researched. The co-ordinator has information which has essential meaning for the whole system, whereas the local controllers have more detailed information concerning the particular subsystems. An original modification of the price co-ordination method which is suitable for different information of particular controllers is proposed. Owing to this, the case of correlated random variables appearing in particular subsystems can be taken into account.