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Robustness of performance and stability for multistep and updated multistep MPC schemes

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  • We consider a model predictive control approach to approximate the solution of infinite horizon optimal control problems for perturbed nonlinear discrete time systems. By reducing the number of re-optimizations, the computational load can be lowered considerably at the expense of reduced robustness of the closed-loop solution against perturbations. In this paper, we propose and analyze an update strategy based on re-optimizations on shrinking horizons which is computationally less expensive than that based on full horizon re-optimization, and at the same time allowing for rigorously quantifiable robust performance estimates.
    Mathematics Subject Classification: Primary: 49K20, 93B52, 49M37; Secondary: 49L20.

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