https://hal.inria.fr/hal-01098334Grüne, LarsLarsGrüneMathematisches Institut [Bayreuth] - Universität BayreuthPalma, Vryan GilVryan GilPalmaMathematisches Institut [Bayreuth] - Universität BayreuthRobustness of Performance and Stability for Multistep and Updated Multistep MPC SchemesHAL CCSD2014[MATH.MATH-OC] Mathematics [math]/Optimization and Control [math.OC]Bouzat, EstelleSensitivity Analysis for Deterministic Controller Design - SADCO - - EC:FP7:PEOPLE2011-01-01 - 2014-12-31 - 264735 - VALID - 2015-01-05 14:31:272017-10-13 17:08:162015-01-06 15:57:41enPreprints, Working Papers, ...application/pdf1We consider a model predictive control approach to approximate the solution of innite horizon optimal control problems for perturbed nonlineardiscrete 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 quantiable robust performance estimates