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Closed-loop performance analysis for economic model predictive control of time-varying systems

Title data

Grüne, Lars ; Pirkelmann, Simon:
Closed-loop performance analysis for economic model predictive control of time-varying systems.
In: Proceedings of the 56th IEEE Annual Conference on Decision and Control (CDC 2017), Melbourne, Australia. - Melbourne , 2017 . - pp. 5563-5569
ISBN 978-1-5090-2873-3
DOI: https://doi.org/10.1109/CDC.2017.8264485

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Project's official titleProject's id
DFG-GrantGR 1569/16-1

Project financing: Deutsche Forschungsgemeinschaft

Abstract in another language

In this paper we study closed loop performance estimates for economic model predictive control (MPC) of time-varying systems. In order to consider general cost functionals we use the concept of overtaking optimality. Under turnpike and continuity assumptions we show that the cost of the MPC closed loop approximates the cost of an infinite horizon optimal trajectory. The theoretical results are illustrated by a numerical example.

Further data

Item Type: Article in a book
Refereed: Yes
Keywords: economic model predictive control; time-varying systems
Institutions of the University: 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 > Nonlinear Dynamics
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)
Profile Fields
Profile Fields > Advanced Fields
Result of work at the UBT: Yes
DDC Subjects: 500 Science > 510 Mathematics
Date Deposited: 26 Jan 2018 08:11
Last Modified: 22 Nov 2018 08:46
URI: https://eref.uni-bayreuth.de/id/eprint/42136

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