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2017 | OriginalPaper | Chapter

4. Infinite Horizon Optimal Control

Authors : Lars Grüne, Jürgen Pannek

Published in: Nonlinear Model Predictive Control

Publisher: Springer International Publishing

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Abstract

In this chapter we give an introduction to nonlinear infinite horizon optimal control. The dynamic programming principle as well as several consequences of this principle are proved. One of the main results of this chapter is that the infinite horizon optimal feedback law asymptotically stabilizes the system and that the infinite horizon optimal value function is a Lyapunov function for the closed-loop system. Motivated by this property we formulate a relaxed version of the dynamic programming principle, which allows to prove stability and suboptimality results for nonoptimal feedback laws and without using the optimal value function. A practical version of this principle is provided, too. These results will be central in the following chapters for the stability and performance analysis of NMPC algorithms. For the special case of sampled data systems we finally show that for suitable integral costs asymptotic stability of the continuous time sampled data closed-loop system follows from the asymptotic stability of the associated discrete time system.

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Appendix
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Metadata
Title
Infinite Horizon Optimal Control
Authors
Lars Grüne
Jürgen Pannek
Copyright Year
2017
Book
Nonlinear Model Predictive Control

Print ISBN: 978-3-319-46023-9

Electronic ISBN: 978-3-319-46024-6

Copyright Year: 2017

DOI
https://doi.org/10.1007/978-3-319-46024-6_4