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A Lyapunov function for periodic economic optimizing Model Predictive Control

Abstract : Model Predictive Control (MPC) schemes are commonly using reference-tracking cost functions, which have attractive properties in terms of stability and numerical implementation. However, many control applications have clear economic objectives that can be used directly as the NMPC cost function. Such NMPC schemes are labelled Economic NMPC. Unfortunately, Economic NMPC schemes suffer from some drawbacks. In particular, stability results for economic NMPC are still very sparse. A Lyapunov function for Economic NMPC was first proposed in [1] for problems having a steady-state optimum. The present paper develops a further generalization and clarification of these results for periodic systems.
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https://hal.inria.fr/hal-01068544
Contributor : Estelle Bouzat <>
Submitted on : Thursday, September 25, 2014 - 5:51:05 PM
Last modification on : Thursday, June 18, 2020 - 10:18:03 AM

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Sebastien Gros, Mario Zanon, Moritz Diehl. A Lyapunov function for periodic economic optimizing Model Predictive Control. 52nd IEEE Control and Decision Conference (CDC), 2013, Florence, Italy. pp.5107 - 5112, ⟨10.1109/CDC.2013.6760691⟩. ⟨hal-01068544⟩

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