Title data
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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Project information
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Deutsche Forschungsgemeinschaft |
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.
Further data
Item Type: | Preprint, postprint |
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Keywords: | economic model predictive control; time-varying systems |
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-3249-3 |
Date Deposited: | 22 Mar 2017 06:16 |
Last Modified: | 28 Mar 2019 10:35 |
URI: | https://epub.uni-bayreuth.de/id/eprint/3249 |