相关论文: Stabilization of Strictly Pre-Dissipative Receding…
It is known that receding horizon control with a strictly pre-dissipative optimal control problem yields a practically asymptotically stable closed loop when suitable state constraints are imposed. In this note we show that alternatively…
Asymptotic stability in economic receding horizon control can be obtained under a strict dissipativity assumption, related to positive-definiteness of a so-called rotated cost, and through the use of suitable terminal cost and constraints.…
We study the stability of receding horizon control for continuous-time non-linear stochastic differential equations. We illustrate the results with a simulation example in which we employ receding horizon control to design an investment…
This paper presents a complementary approach to establish stability of finite receding horizon control with a terminal cost. First a new augmented stage cost is defined by rotating the terminal cost. Then a one-step optimisation problem is…
This article is concerned with stability and performance of controlled stochastic processes under receding horizon policies. We carry out a systematic study of methods to guarantee stability under receding horizon policies via appropriate…
The present work is concerned with the stabilization of a general class of time-varying linear parabolic equations by means of a finite-dimensional receding horizon control (RHC). The stability and suboptimality of the unconstrained…
This paper considers the infinite horizon optimal control problem for nonlinear systems. Under the condition of nonlinear controllability of the system to any terminal set containing the origin and forward invariance of the terminal set, we…
Ensuring nominal asymptotic stability of the Nonlinear Model Predictive Control controller is not trivial. Stabilizing ingredients such as terminal penalty term and terminal region are crucial in establishing the asymptotic stability.…
The Receding Horizon Control (RHC) strategy consists in replacing an infinite-horizon stabilization problem by a sequence of finite-horizon optimal control problems, which are numerically more tractable. The dynamic programming principle…
This paper presents a novel approach to synthesize stabilizing termi- nal ingredients for linear model predictive control (MPC) schemes, with the aim of increasing the region of attraction while reducing suboptimal- ity with respect to the…
The stability analysis of model predictive control schemes without terminal constraints and/or costs has attracted considerable attention during the last years. We pursue a recently proposed approach which can be used to determine a…
In this paper, we develop a provably correct optimal control strategy for a finite deterministic transition system. By assuming that penalties with known probabilities of occurrence and dynamics can be sensed locally at the states of the…
This paper develops a technique for computing a quadratic terminal cost for linear model predictive controllers that is valid for all states in the maximal control invariant set. This maximizes the set of recursively feasible states for the…
The paper describes a receding horizon control design framework for continuous-time stochastic nonlinear systems subject to probabilistic state constraints. The intention is to derive solutions that are implementable in real-time on…
We provide a stability and performance analysis for nonlinear model predictive control (NMPC) schemes subject to input constraints. Given an exponential stabilizability and detectability condition w.r.t. the employed state cost, we provide…
This paper presents a quasi time optimal receding horizon control algorithm. The proposed algorithm generates near time optimal control when the state of the system is far from the target. When the state attains a certain neighbourhood of…
We study a linear quadratic optimal control problem with stochastic coefficients and a terminal state constraint, which may be in force merely on a set with positive, but not necessarily full probability. Under such a partial terminal…
A linear control system with quadratic cost functional over infinite time horizon is considered without assuming controllability/stabilizability condition and the global integrability condition for the nonhomogeneous term of the state…
We consider a stochastic linear system and address the design of a finite horizon control policy that is optimal according to some average cost criterion and accounts also for probabilistic constraints on both the input and state variables.…
This chapter deals with the stabilization of a class of linear time-varying parabolic partial differential equations employing receding horizon control (RHC). Here, RHC is finite-dimensional, i.e., it enters as a time-depending linear…