Approximation Properties of Receding Horizon Optimal Control

被引：15
|
作者：
Grüne L. [1 ]
机构：
[1] Mathematical Institute, University of Bayreuth, Bayreuth
来源：
Jahresbericht der Deutschen Mathematiker-Vereinigung | 2016年 / 118卷 / 1期
关键词：
dissipativity; Model predictive control; Optimal control; Receding horizon control; Turnpike property;
D O I：
10.1365/s13291-016-0134-5
中图分类号：
学科分类号：
摘要：
In this survey, receding horizon control is presented as a method for obtaining approximately optimal solutions to infinite horizon optimal control problems by iteratively solving a sequence of finite horizon optimal control problems. We investigate conditions under which we can obtain mathematically rigorous approximation results for this approach. A key ingredient of our analysis is the so-called turnpike property of optimal control problems. © 2016, Deutsche Mathematiker-Vereinigung and Springer-Verlag Berlin Heidelberg.
引用
收藏
页码：3 / 37
页数：34
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