Title data
Grüne, Lars ; Palma, Vryan Gil:
On the benefit of reoptimization in optimal control under perturbations.
Department of Mathematics, University of Bayreuth
Bayreuth
,
2014
.  8 S.


Download (291kB)

Project information
Project title: 



Project financing: 
7. Forschungsrahmenprogramm für Forschung, technologische Entwicklung und Demonstration der Europäischen Union 
Abstract
We consider a finitehorizon optimal control problem for a system subject to perturbations. We compare the performance of the nominal optimal control sequence under perturbations with a shrinking horizon strategy in which a reoptimization for the nominal model is performed in each sampling instant using the current perturbed system state as new initial value. We analyze the potential performance improvement using suitable moduli of continuity as well as stability and controllability properties and illustrate our findings by numerical simulations.