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Approximation properties of receding horizon optimal control

Title data

Grüne, Lars:
Approximation properties of receding horizon optimal control.
In: Jahresbericht der Deutschen Mathematiker Vereinigung. Vol. 118 (March 2016) Issue 1 . - pp. 3-37.
ISSN 0012-0456
DOI: https://doi.org/10.1365/s13291-016-0134-5

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Project financing: Andere

Abstract in another language

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: Article in a journal
Refereed: Yes
Keywords: Optimal control; receding horizon control; model predictive control; turnpike property; dissipativity
Subject classification: Mathematics Subject Classification Code: 93C10 (93D15) (49M37)
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
Research Institutions > Research Centres > Forschungszentrum für Modellbildung und Simulation (MODUS)
Research Institutions
Research Institutions > Research Centres
Result of work at the UBT: Yes
DDC Subjects: 500 Science > 510 Mathematics
Date Deposited: 30 Mar 2016 07:12
Last Modified: 15 Dec 2016 11:19
URI: https://eref.uni-bayreuth.de/id/eprint/32059

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