Economic receding horizon control without terminal constraints

Lars Grüne (1)

1 Mathematisches Institut [Bayreuth]

We consider a receding horizon control scheme without terminal constraints in which the stage cost is de ned 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 in nite 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. Several examples illustrate our ndings numerically and show how to verify the imposed assumptions.

Mots clés: sadco

Domaines: Optimisation et contrôle [math.OC]

Lars Grüne. Economic receding horizon control without terminal constraints. Automatica, 2013, 49 (3), pp.725-734. ⟨10.1016/j.automatica.2012.12.003⟩. ⟨inria-00636102⟩