A new dissipativity condition for asymptotic stability of discounted economic MPC
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Publication:2139398
DOI10.1016/J.AUTOMATICA.2022.110287zbMATH Open1491.93105arXiv2106.09377OpenAlexW3169649074MaRDI QIDQ2139398FDOQ2139398
Publication date: 17 May 2022
Published in: Automatica (Search for Journal in Brave)
Abstract: Economic Model Predictive Control has recently gained popularity due to its ability to directly optimize a given performance criterion, while enforcing constraint satisfaction for nonlinear systems. Recent research has developed both numerical algorithms and stability analysis for the undiscounted case. The introduction of a discount factor in the cost, however, can be desirable in some cases of interest, e.g., economics, stochastically terminating processes, Markov decision processes, etc. Unfortunately, the stability theory in this case is still not fully developed. In this paper we propose a new dissipativity condition to prove asymptotic stability in the infinite horizon case and we connect our results with existing ones in the literature on discounted economic optimal control. Numerical examples are provided to illustrate the theoretical results.
Full work available at URL: https://arxiv.org/abs/2106.09377
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Cites Work
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Cited In (6)
- Economic MPC of Markov decision processes: dissipativity in undiscounted infinite-horizon optimal control
- Approximate Dissipativity of Cost-Interconnected Systems in Distributed Economic MPC
- Stability-constrained Markov decision processes using MPC
- Stochastic optimal control problems of discrete‐time Markov jump systems
- Linearly discounted economic MPC without terminal conditions for periodic optimal operation
- Dissipativity in infinite horizon optimal control and dynamic programming
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