In this paper, we investigate system theoretic properties of transient average constrained economic model predictive control (MPC) without terminal constraints. We show that the optimal open-loop solution passes by the optimal steady-state for consecutive time instants. Using this turnpike property and suitable controllability conditions, we provide closed-loop performance bounds. Furthermore, stability is proved by combining the rotated value function with an input-to-state (ISS) Lyapunov function of an extended state related to the transient average constraints. The results are illustrated with a numerical example.
@article{arxiv.1911.03210,
title = {Stability and performance in transient average constrained economic MPC without terminal constraints},
author = {Mario Rosenfelder and Johannes Köhler and Frank Allgöwer},
journal= {arXiv preprint arXiv:1911.03210},
year = {2020}
}
Comments
Extended version of the paper presentation at the 21st IFAC World Congress 2020