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Optimal invariance via receding horizon control

Abstract : We analyze the performance of receding horizon controllers for the problem of keeping the state of a system within a given admissible set while minimizing an averaged functional. This problem does not satisfy the usual conditions needed for the analysis of receding horizon schemes. We give conditions under which approximate optimal performance can be guaranteed without imposing terminal constraints and illustrate our results by means of two numerical examples.
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Submitted on : Wednesday, October 26, 2011 - 4:42:57 PM
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Lars Grüne. Optimal invariance via receding horizon control. IEEE CDC - ECC 2011, Dec 2011, Orlando, Florida, United States. pp.2668-2673, ⟨10.1109/CDC.2011.6160242⟩. ⟨inria-00636093⟩

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