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A Lyapunov function for economic MPC without terminal conditions

Title data

Grüne, Lars ; Stieler, Marleen:
A Lyapunov function for economic MPC without terminal conditions.
Department of Mathematics, University of Bayreuth
Bayreuth , 2014 . - 6 p.

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Official URL: Volltext

Project information

Project title:
Project's official titleProject's id
Marie-Curie Initial Training Network "Sensitivity Analysis for Deterministic Controller Design" (SADCO)264735-SADCO
International Doctorate Program "Identification, Optimization and Control with Applications in Modern Technologies"K-NW-2004-143
DFG Priority Program 1305 "Control theory for digitally networked dynamical systems", DFG Project "Performance Analysis for Distributed and Multiobjective Model Predictive Control"GR 1569/13-1

Abstract in another language

We consider nonlinear economic model predictive control (MPC) without terminal constraints or costs. We show that under suitable conditions, consisting of strict dissipativity, the turnpike property and appropriate continuity properties, a practical Lyapunov function exists for the MPC closed loop. This Lyapunov function is given by the optimal value function of the optimal control problem with rotated stage costs originating from the dissipativity condition. Alternative sufficient conditions in terms of suitable controllability properties and finite time optimality of the closed loop trajectories during the transient phase are also discussed.

Further data

Item Type: Preprint, postprint, working paper, discussion paper
Additional notes: An extended paper containing results from Sections IV and V of this paper was submitted to the Journal of Process Control.
Keywords: economic MPC; Lyapunov function; dissipativity; turnpike property; stabilizability
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
Result of work at the UBT: Yes
DDC Subjects: 500 Science > 510 Mathematics
Date Deposited: 04 Apr 2015 21:00
Last Modified: 07 Apr 2015 05:51
URI: https://eref.uni-bayreuth.de/id/eprint/9966

Available Versions of this Item