at Google ScholarTitle data
Hall, Sophie ; Schießl, Jonas ; Grammatico, Sergio ; Faulwasser, Timm:
Receding Horizon Control and Dissipativity : Optimal Control, Games and Uncertainty.
Hamburg
,
2026
. - 25 p.
DOI: https://doi.org/10.48550/arXiv.2609.36858
Project information
| Project title: |
Project's official title Project's id Stochastische Optimale Steuerung und MPC - Dissipativität, Risiko und Regelgüte 499435839 |
|---|---|
| Project financing: |
Deutsche Forschungsgemeinschaft |
Abstract in another language
We provide a tutorial overview of receding-horizon control across deterministic, stochastic, multi-agent,and game-theoretic settings. We contrast the minimizer of an optimal control problem with the equilibrium of a game in terms of cost and constraint handling to motivate the difference of MPC schemes involving multiple agents/players. Interestingly, dissipativity theory and the turnpike property have turned out to be a unifying thread and system-theoretic backbone across all these schemes. This paper is the first to give an overview of results, summarizing fundamental insights, drawing parallels, and highlighting technical differences in dissipativity and turnpike analysis across economic, game-theoretic, and stochastic settings. We also explore recent trends in numerical methods for games. We conclude by pointing to a list of open challenges.