Optimal invariance via receding horizon control

L. Grüne: Optimal invariance via receding horizon control
in: Proceedings of the 50th IEEE Conference on Decision and Control and European Control Conference, Orlando, Florida, USA, 2011, 2668 - 2673

Smart-Link: http://control.disp.uniroma2.it/cdcecc2011/
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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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