Suboptimality estimates for receding horizon controllers

L. Grüne, A. Ratzer: Suboptimality estimates for receding horizon controllers
in: Proceedings of the 17th International Symposium on Mathematical Theory of Networks and Systems (MTNS2006), Kyoto, Japan, 2006, 120 - 127

Download as PDF


Abstract:

Receding horizon control is a well established approach for control of systems with constraints and nonlinearities. Optimization over an infinite time-horizon, which is often computationally intractable, is therin replaced by a sequence of finite horizon problems. This paper provides a method to quantify the performance degradation that comes with this approximation. Results are provided for problems both with and without terminal costs and constraints. Stability proofs follow as special cases.

Chair -

|  University of Bayreuth -