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Dynamic programming, optimal control and model predictive control

URN to cite this document: urn:nbn:de:bvb:703-epub-3398-1

Title data

Grüne, Lars:
Dynamic programming, optimal control and model predictive control.
Bayreuth , 2017 . - 24 S.

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DP_MPC.pdf - Preprint
Available under License Deutsches Urheberrechtsgesetz .

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Project information

Project financing: Deutsche Forschungsgemeinschaft

Abstract

We give a survey of recent results on approximate optimality and stability of closed loop trajectories generated by model predictive control (MPC). Both stabilizing and economic MPC are considered and both schemes with and without terminal conditions are analyzed. A particular focus of the chapter is to highlight the role dynamic programming plays in this analysis. As we will see, dynamic programming arguments are ubiquitous in the analysis of MPC schemes.

Further data

Item Type: Preprint, postprint
Keywords: model predictive control; dynamic programming; stability; near optimality; economic MPC
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
Research Institutions > Research Centres > Forschungszentrum für Modellbildung und Simulation (MODUS)
Research Institutions
Research Institutions > Research Centres
Language: English
Originates at UBT: Yes
URN: urn:nbn:de:bvb:703-epub-3398-1
Date Deposited: 06 Oct 2017 06:39
Last Modified: 28 Mar 2019 10:20
URI: https://epub.uni-bayreuth.de/id/eprint/3398

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