Closed-loop performance analysis for economic model predictive control of time-varying systems

URN to cite this document: urn:nbn:de:bvb:703-epub-3249-3

Title data

Grüne, Lars ; Pirkelmann, Simon:
Closed-loop performance analysis for economic model predictive control of time-varying systems.
Bayreuth , 2017 . - 7 S.

	Format: PDF Name: gruene_pirkelmann_empc_time_varying_2017.pdf Version: Preprint Available under License German copyright law. 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 title:	Project's official title Project's id DFG-Grant GR 1569/16-1
Project financing:	Deutsche Forschungsgemeinschaft

Abstract

In this paper we study closed loop performance estimates for economic model predictive control (MPC) of time-varying systems. In order to consider general cost functionals we use the concept of overtaking optimality. Under turnpike and continuity assumptions we show that the cost of the MPC closed loop approximates the cost of an infinite horizon optimal trajectory. The theoretical results are illustrated by a numerical example.

Further data

Item Type:	Preprint, postprint
Additional notes (visible to public):	erschienen in: Proceedings of the 56th IEEE Annual Conference on Decision and Control (CDC 2017), Melbourne, Australia. - Melbourne , 2017 . - S. 5563-5569 ISBN 978-1-5090-2873-3 DOI: https://doi.org/10.1109/CDC.2017.8264485
Keywords:	economic model predictive control; time-varying systems
DDC Subjects:	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 Profile Fields > Advanced Fields > Nonlinear Dynamics 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) Profile Fields Profile Fields > Advanced Fields
Language:	English
Originates at UBT:	Yes
URN:	urn:nbn:de:bvb:703-epub-3249-3
Date Deposited:	22 Mar 2017 06:16
Last Modified:	27 May 2021 08:58
URI:	https://epub.uni-bayreuth.de/id/eprint/3249

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