Brief paper: Closed loop hierarchical control for non-linear systems using quasilinearisation

In this paper, the goal co-ordination method is modified in order to provide closed loop control for large-scale nonlinear dynamical systems with separable cost functions. The basis of the method is to use the last linear approximation, before overall convergence, of the quasi-linearization procedure used to solve the subsystem two point boundary value problems in order to calculate the local optimal feedback control. The method is demonstrated on a simple though interesting example of a non-linear dynamical system with two subsystems.