arXiv Open Access 2024

Near-optimal performance of stochastic economic MPC

Jonas Schießl Ruchuan Ou Timm Faulwasser Michael H. Baumann Lars Grüne

Lihat Sumber

Abstrak

This paper presents first results for near optimality in expectation of the closed-loop solutions for stochastic economic MPC. The approach relies on a recently developed turnpike property for stochastic optimal control problems at an optimal stationary process, combined with techniques for analyzing time-varying economic MPC schemes. We obtain near optimality in finite time as well as overtaking and average near optimality on infinite time horizons.

Topik & Kata Kunci

math.OC

Penulis (5)

Jonas Schießl

Ruchuan Ou

Timm Faulwasser

Michael H. Baumann

Lars Grüne

Format Sitasi

APA MLA BibTeX

Schießl, J., Ou, R., Faulwasser, T., Baumann, M.H., Grüne, L. (2024). Near-optimal performance of stochastic economic MPC. https://arxiv.org/abs/2403.15159

Akses Cepat

Lihat di Sumber

Informasi Jurnal

Tahun Terbit: 2024
Bahasa: en
Sumber Database: arXiv
Akses: Open Access ✓