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Economic receding horizon control without terminal constraints

DOI zum Zitieren der Version auf EPub Bayreuth: https://doi.org/10.15495/EPub_UBT_00005660
URN to cite this document: urn:nbn:de:bvb:703-epub-5660-2

Title data

Grüne, Lars:
Economic receding horizon control without terminal constraints.
Bayreuth , 2012

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Abstract

We consider a receding horizon control scheme without terminal constraints in which the stage cost is defined by economic criteria, i.e., not necessarily linked to a stabilization or tracking problem. We analyze the performance of the resulting receding horizon controller with a particular focus on the case of optimal steady states for the corresponding averaged infinite horizon problem. Using a turnpike property and suitable controllability properties we prove near optimal performance of the controller and convergence of the closed loop solution to a neighborhood of the optimal steady state. Two examples illustrate our findings numerically and show how to verify the imposed assumptions.

Further data

Item Type: Preprint, postprint
Additional notes (visible to public): erscheint in:
Automatica. Bd. 49 (2013) Heft 3 . - S. 725-734
Keywords: economic MPC; turnpike property; controllability
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-5660-2
Date Deposited: 01 Jun 2021 12:07
Last Modified: 07 Jun 2021 10:46
URI: https://epub.uni-bayreuth.de/id/eprint/5660

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