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Economic model predictive control for time‐varying system: Performance and stability results
Author(s) -
Grüne Lars,
Pirkelmann Simon
Publication year - 2019
Publication title -
optimal control applications and methods
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.458
H-Index - 44
eISSN - 1099-1514
pISSN - 0143-2087
DOI - 10.1002/oca.2492
Subject(s) - model predictive control , control theory (sociology) , horizon , optimal control , stability (learning theory) , trajectory , time horizon , control (management) , mathematics , mathematical optimization , computer science , physics , geometry , astronomy , artificial intelligence , machine learning
Summary We consider economic model predictive control (MPC) without terminal conditions for time‐varying optimal control problems. Under appropriate conditions, we prove that MPC yields initial pieces of approximately infinite horizon optimal trajectories and that the optimal infinite horizon trajectory is practically asymptotically stable. The results are illustrated by numerical examples motivated by energy‐efficient heating and cooling of a building.