Dynamic programming, optimal control and model predictive control

Title data

Grüne, Lars:
Dynamic programming, optimal control and model predictive control.
Bayreuth , 2017 . - 24 p.

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Project information

Project financing:	Deutsche Forschungsgemeinschaft

Abstract in another language

We give a survey of recent results on approximate optimality and stability of closed loop trajectories generated by model predictive control (MPC). Both stabilizing and economic MPC are considered and both schemes with and without terminal conditions are analyzed. A particular focus of the chapter is to highlight the role dynamic programming plays in this analysis. As we will see, dynamic programming arguments are ubiquitous in the analysis of MPC schemes.

Further data

Item Type:	Preprint, postprint, working paper, discussion paper
Keywords:	model predictive control; dynamic programming; stability; near optimality; economic MPC
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:	07 Oct 2017 21:00
Last Modified:	06 Sep 2018 06:12
URI:	https://eref.uni-bayreuth.de/id/eprint/39962

Available Versions of this Item

Dynamic programming, optimal control and model predictive control. (deposited 07 Oct 2017 21:00) [Currently Displayed]
- Dynamic programming, optimal control and model predictive control. (deposited 06 Sep 2018 06:12)