Exact turnpike properties and economic NMPC
Publikationstyp
Journal Article
Date Issued
2017-05-01
Sprache
English
Author(s)
Journal
Volume
35
Start Page
34
End Page
41
Citation
European Journal of Control 35: 34-41 (2017)
Publisher DOI
Scopus ID
Publisher
Elsevier
We discuss the design of sampled-data receding-horizon control schemes for continuous-time systems based on exact turnpike properties. We present sufficient convergence conditions that do not require any kind of terminal constraints or terminal penalties. We prove that, in the presence of state constraints, the existence of an exact turnpike implies recursive feasibility of the optimization. Furthermore, we show that turnpike exactness implies that the performance realized by the receding-horizon controller is equivalent to the infinite-horizon performance. We also state sufficient conditions for the exactness of turnpikes. Finally, we draw upon examples to illustrate our findings.
Subjects
Economic model predictive control
Infinite-horizon optimality
Optimal control
Receding-horizon control
Stability
Turnpike
DDC Class
004: Computer Sciences