Closed-loop performance analysis for economic model predictive control of time-varying systems

Titelangaben

Grüne, Lars ; Pirkelmann, Simon:
Closed-loop performance analysis for economic model predictive control of time-varying systems.
Bayreuth , 2017 . - 7 S.

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Abstract

In this paper we study closed loop performance estimates for economic model predictive control (MPC) of time-varying systems. In order to consider general cost functionals we use the concept of overtaking optimality. Under turnpike and continuity assumptions we show that the cost of the MPC closed loop approximates the cost of an infinite horizon optimal trajectory. The theoretical results are illustrated by a numerical example.