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Approximation properties of receding horizon optimal control

URN to cite this document: urn:nbn:de:bvb:703-epub-2752-7

Title data

Grüne, Lars:
Approximation properties of receding horizon optimal control.
Department of Mathematics, University of Bayreuth
Bayreuth , 2016 . - 35 S.

Format:	PDF
Name:	approximation_RHC.pdf
Version:	Preprint
Available under License	German copyright law. This contribution is freely accessible with the consent of the copyright holder on the basis of an (DFG-funded) alliance or national license. The document may be used free of charge for personal use. In addition, the reproduction, editing, distribution and any kind of exploitation require the written consent of the respective rights holder.

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Project information

Project financing:	7. Forschungsrahmenprogramm für Forschung, technologische Entwicklung und Demonstration der Europäischen Union

Abstract

In this survey, receding horizon control is presented as a method for obtaining approximately optimal solutions to infinite horizon optimal control problems by iteratively solving a sequence of finite horizon optimal control problems. We investigate conditions under which we can obtain mathematically rigorous approximation results for this approach. A key ingredient of our analysis is the so-called turnpike property of optimal control problems.

Further data

Item Type:	Preprint, postprint
Additional notes (visible to public):	erschienen in: Jahresbericht der Deutschen Mathematiker Vereinigung. Bd. 118 (März 2016) Heft 1 . - S. 3-37. DOI: https://doi.org/10.1365/s13291-016-0134-5
Keywords:	Optimal control; receding horizon control; model predictive control; turnpike property; dissipativity
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
Language:	English
Originates at UBT:	Yes
URN:	urn:nbn:de:bvb:703-epub-2752-7
Date Deposited:	18 Feb 2016 07:11
Last Modified:	28 May 2021 06:48
URI:	https://epub.uni-bayreuth.de/id/eprint/2752

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