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2019 | OriginalPaper | Buchkapitel

Dynamic Programming, Optimal Control and Model Predictive Control

verfasst von : Lars Grüne

Erschienen in: Handbook of Model Predictive Control

Verlag: Springer International Publishing

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Abstract

In this chapter, we give a survey of recent results on approximate optimality and stability of closed loop trajectories generated by model predictive control (MPC). Both stabilizing and economic MPC are considered and both schemes with and without terminal conditions are analyzed. A particular focus of the chapter is to highlight the role dynamic programming plays in this analysis. As we will see, dynamic programming arguments are ubiquitous in the analysis of MPC schemes.

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Fußnoten
1
The space \(\mathcal{K}_{\infty }\) consists of all functions α: [0, ) → [0, ) with α(0) = 0 which are continuous, strictly increasing and unbounded.
 
2
The space \(\mathcal{L}\) contains all functions σ: [0, ) → [0, ) which are continuous and strictly decreasing with lim t σ(t) = 0.
 
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Metadaten
Titel
Dynamic Programming, Optimal Control and Model Predictive Control
verfasst von
Lars Grüne
Copyright-Jahr
2019
DOI
https://doi.org/10.1007/978-3-319-77489-3_2

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