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Approximation properties of receding horizon optimal control

URN to cite this document: urn:nbn:de:bvb:703-epub-2752-7

Title data

Grüne, Lars:
Approximation properties of receding horizon optimal control.
Department of Mathematics, University of Bayreuth
Bayreuth , 2016 . - 35 S.

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Project information

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

Abstract

In this survey, receding horizon control is presented as a method for obtaining approximately optimal solutions to infinite horizon optimal control problems by iteratively solving a sequence of finite horizon optimal control problems. We investigate conditions under which we can obtain mathematically rigorous approximation results for this approach. A key ingredient of our analysis is the so-called turnpike property of optimal control problems.

Further data

Item Type: Preprint, postprint
Keywords: Optimal control; receding horizon control; model predictive control; turnpike property; dissipativity
DDC Subjects: 500 Science > 510 Mathematics
Institutions of the University: 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)
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
Profile Fields > Advanced Fields
Profile Fields > Advanced Fields > Nonlinear Dynamics
Language: English
Originates at UBT: Yes
URN: urn:nbn:de:bvb:703-epub-2752-7
Date Deposited: 18 Feb 2016 07:11
Last Modified: 28 Mar 2019 14:48
URI: https://epub.uni-bayreuth.de/id/eprint/2752

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