Economic receding horizon control without terminal constraints

Titelangaben

Grüne, Lars:
Economic receding horizon control without terminal constraints.
In: Automatica. Bd. 49 (2013) Heft 3 . - S. 725-734.
ISSN 1873-2836
DOI: https://doi.org/10.1016/j.automatica.2012.12.003

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Abstract

We consider a receding horizon control scheme without terminal constraints in which the stage cost is defined by economic criteria, i.e., not necessarily linked to a stabilization or tracking problem. We analyze the performance of the resulting receding horizon controller with a particular focus on the case of optimal steady states for the corresponding averaged infinite horizon problem. Using a turnpike property and suitable controllability properties we prove near optimal performance of the controller and convergence of the closed loop solution to a neighborhood of the optimal steady state. Two examples illustrate our findings numerically and show how to verify the imposed assumptions.