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Economic model predictive control without terminal constraints for optimal periodic behavior

Title data

Müller, Matthias A. ; Grüne, Lars:
Economic model predictive control without terminal constraints for optimal periodic behavior.
Institute for Systems Theory and Automatic Control, University of Stuttgart; Department of Mathematics, University of Bayreuth
Bayreuth , 2015 . - 14 p.

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Project information

Project title:
Project's official titleProject's id
DFG-Project "Performance Analysis for Distributed and Multiobjective Model Predictive Control"GR1569/13-1

Project financing: Deutsche Forschungsgemeinschaft

Abstract in another language

In this paper, we analyze economic model predictive control schemes without terminal constraints, where the optimal operating regime is not steady-state operation, but periodic behavior. We first show by means of two counterexamples, that a classical receding horizon control scheme does not necessarily result in an optimal closed-loop behavior. Instead, a multi-step MPC scheme may be needed in order to establish near optimal performance of the closed-loop system. This behavior is analyzed in detail, and we show that under suitable dissipativity and controllability conditions, desired closed-loop performance guarantees as well as convergence to the optimal periodic orbit can be established.

Further data

Item Type: Preprint, postprint, working paper, discussion paper
Keywords: Economic model predictive control; Optimal periodic operation; Nonlinear systems
Institutions of the University: 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) > Chair Mathematics V (Applied Mathematics) - Univ.-Prof. Dr. Lars Grüne)
Profile Fields > Advanced Fields
Profile Fields > Advanced Fields > Nonlinear Dynamics
Faculties
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Chair Mathematics V (Applied Mathematics)
Profile Fields
Result of work at the UBT: Yes
DDC Subjects: 500 Science > 510 Mathematics
Date Deposited: 10 Jun 2015 14:41
Last Modified: 10 Jun 2015 14:41
URI: https://eref.uni-bayreuth.de/id/eprint/14930

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