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On the benefit of re-optimization in optimal control under perturbations

URN to cite this document: urn:nbn:de:bvb:703-epub-2012-0

Title data

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

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Gruene_Palma_benefits_reoptimizations_optimal_control_mtns_2014.pdf - Accepted Version
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Project information

Project title:
Project's official titleProject's id
Marie-Curie Initial Training Network "Sensitivity Analysis for Deterministic Controller Design" (SADCO)264735-SADCO

Project financing: 7. Forschungsrahmenprogramm für Forschung, technologische Entwicklung und Demonstration der Europäischen Union

Abstract

We consider a finite-horizon 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 re-optimization 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.

Further data

Item Type: Preprint, postprint
Keywords: optimal control problem; perturbed systems; dynamic programming principle; shrinking horizon; re-optimization; stability; controllability
DDC Subjects: 500 Science > 510 Mathematics
Institutions of the University: Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Chair Mathematics V (Applied Mathematics) > Chair Mathematics V (Applied Mathematics) - Univ.-Prof. Dr. Lars Grüne)
Profile Fields > Advanced Fields > Nonlinear Dynamics
Faculties
Faculties > Faculty of Mathematics, Physics und Computer Science
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Chair Mathematics V (Applied Mathematics)
Profile Fields
Profile Fields > Advanced Fields
Language: English
Originates at UBT: Yes
URN: urn:nbn:de:bvb:703-epub-2012-0
Date Deposited: 17 Apr 2015 07:37
Last Modified: 28 Mar 2019 15:22
URI: https://epub.uni-bayreuth.de/id/eprint/2012

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