Approximation Properties of Receding Horizon Optimal Control

Jahresbericht der Deutschen Mathematiker-Vereinigung - Tập 118 - Trang 3-37 - 2016
Lars Grüne1
1Mathematical Institute, University of Bayreuth, Bayreuth, Germany

Tóm tắt

In this survey, receding horizon control is presented as a method for obtaining approximately optimal solutions to infinite horizon optimal control problems by iteratively solving a sequence of finite horizon optimal control problems. We investigate conditions under which we can obtain mathematically rigorous approximation results for this approach. A key ingredient of our analysis is the so-called turnpike property of optimal control problems.

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Jahresbericht der Deutschen Mathematiker-Vereinigung

Tập 118

3-37

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