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