Approximation properties of receding horizon optimal control

Titelangaben

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

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Abstract

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.