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On the Benefit of Re-optimization in Optimal Control under Perturbations

Abstract : We consider a finite-horizon optimal control problem for a system subject to perturbations. We compare the performance of the nominal optimal control sequence under perturbations with a shrinking horizon strategy in which a re-optimization for the nominal model is performed in each sampling instant using the current perturbed system state as new initial value. We analyze the potential performance improvement using suitable moduli of continuity as well as stability and controllability properties and illustrate our findings by numerical simulations.
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Preprints, Working Papers, ...
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Submitted on : Friday, September 26, 2014 - 1:59:54 PM
Last modification on : Friday, October 13, 2017 - 5:08:16 PM
Long-term archiving on: : Friday, April 14, 2017 - 11:54:12 AM


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  • HAL Id : hal-01068843, version 1



Lars Grüne, Vryan Gil Palma. On the Benefit of Re-optimization in Optimal Control under Perturbations. 2013. ⟨hal-01068843⟩



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