Robustness of Performance and Stability for Multistep and Updated Multistep MPC Schemes

Abstract : We consider a model predictive control approach to approximate the solution of in nite horizon optimal control problems for perturbed nonlinear discrete time systems. By reducing the number of re-optimizations, the computational load can be lowered considerably at the expense of reduced robustness of the closed-loop solution against perturbations. In this paper, we propose and analyze an update strategy based on re-optimizations on shrinking horizons which is computationally less expensive than that based on full horizon re-optimization, and at the same time allowing for rigorously quanti able robust performance estimates
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30 pages, submitted to the SADCO/NetCO Special Issue of DCDS-A: Optimal Control and related fields. 2014
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Lars Grüne, Vryan Gil Palma. Robustness of Performance and Stability for Multistep and Updated Multistep MPC Schemes . 30 pages, submitted to the SADCO/NetCO Special Issue of DCDS-A: Optimal Control and related fields. 2014. 〈hal-01098334〉

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