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Suboptimality estimates for receding horizon controllers

DOI zum Zitieren der Version auf EPub Bayreuth: https://doi.org/10.15495/EPub_UBT_00005533
URN to cite this document: urn:nbn:de:bvb:703-epub-5533-7

Title data

Grüne, Lars ; Ratzer, A.:
Suboptimality estimates for receding horizon controllers.
Bayreuth , 2006

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Abstract

Receding horizon control is a well established approach for control of systems with constraints and nonlinearities. Optimization over an infinite time-horizon, which is often computationally intractable, is therin replaced by a sequence of finite horizon problems. This paper provides a method to quantify the performance degradation that comes with this approximation. Results are provided for problems both with and without terminal costs and constraints. Stability proofs follow as special cases.

Further data

Item Type: Preprint, postprint
Additional notes (visible to public): Erscheint in: MTNS 2006 : Proceedings of the 17th International Symposium on Mathematical Theory of Networks and Systems. - Kyoto, Japan : Kyoto Univ. , 2006 . - S. 120-127
Keywords: Receding horizon control; model predictive control; dynamic programming
DDC Subjects: 500 Science
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
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)
Language: English
Originates at UBT: Yes
URN: urn:nbn:de:bvb:703-epub-5533-7
Date Deposited: 18 May 2021 07:32
Last Modified: 17 Jun 2021 09:39
URI: https://epub.uni-bayreuth.de/id/eprint/5533

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