Economic receding horizon control without terminal constraints
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...
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| Published in | Automatica (Oxford) Vol. 49; no. 3; pp. 725 - 734 |
|---|---|
| Main Author | |
| Format | Journal Article |
| Language | English |
| Published |
Kidlington
Elsevier Ltd
01.03.2013
Elsevier |
| Subjects | |
| Online Access | Get full text |
| ISSN | 0005-1098 1873-2836 |
| DOI | 10.1016/j.automatica.2012.12.003 |
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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. |
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| AbstractList | 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. 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. We consider a receding horizon control scheme without terminal constraints in which the stage cost is defined by economic criteria, i.e.,ANBnot 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. |
| Author | Grüne, Lars |
| Author_xml | – sequence: 1 givenname: Lars surname: Gruene fullname: Gruene, Lars |
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| Keywords | Turnpike property Controllability Economic MPC Closed loop Costs Tracking Stabilization Economic sciences Steady state Terminal Model predictive control Consumer behavior Optimal control Tracking(movable target) Open ended horizon Infinite horizon Toll road sadco |
| Language | English |
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| Snippet | We consider a receding horizon control scheme without terminal constraints in which the stage cost is defined by economic criteria, i.e., not necessarily... We consider a receding horizon control scheme without terminal constraints in which the stage cost is defined by economic criteria, i.e.,ANBnot necessarily... 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... |
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| SubjectTerms | Applied sciences Behavior. Attitude Biological and medical sciences Computer science; control theory; systems Control system analysis Control theory. Systems Controllability Convergence Economic MPC Economics Exact sciences and technology Fundamental and applied biological sciences. Psychology General aspects Horizon Mathematics Optimal control Optimization Optimization and Control Psychology. Psychoanalysis. Psychiatry Psychology. Psychophysiology Social psychology Stabilization Steady state Terminal constraints Turnpike property |
| Title | Economic receding horizon control without terminal constraints |
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