Cost-to-travel functions: A new perspective on optimal and model predictive control

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  • Shanghai University
  • University of Stuttgart
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Details

Original languageEnglish
Pages (from-to)79-86
Number of pages8
JournalSystems and Control Letters
Volume106
Early online date14 Jul 2017
Publication statusPublished - 1 Aug 2017
Externally publishedYes

Abstract

This paper concerns a class of functions, named cost-to-travel functions, which find applications in model-based control. For a given (potentially nonlinear) control system, the cost-to-travel function associates with any given start and end point in the state space and any given travel duration the minimum economic cost of the associated point-to-point motion. Cost-to-travel functions are a generalization of cost-to-go functions, which are often used in the context of dynamic programming as well as model predictive control. We discuss the properties of cost-to-travel functions, their relations to existing concepts in control such as dissipativity, but also a variety of control-theoretic applications of this function class. In particular, we discuss how cost-to-travel functions can be used to analyze the properties of economic model predictive control with return constraints.

Keywords

    Dissipativity, Model predictive control, Optimal control

ASJC Scopus subject areas

Cite this

Cost-to-travel functions: A new perspective on optimal and model predictive control. / Houska, Boris; Müller, Matthias A.
In: Systems and Control Letters, Vol. 106, 01.08.2017, p. 79-86.

Research output: Contribution to journalArticleResearchpeer review

Houska B, Müller MA. Cost-to-travel functions: A new perspective on optimal and model predictive control. Systems and Control Letters. 2017 Aug 1;106:79-86. Epub 2017 Jul 14. doi: 10.1016/j.sysconle.2017.06.005
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AB - This paper concerns a class of functions, named cost-to-travel functions, which find applications in model-based control. For a given (potentially nonlinear) control system, the cost-to-travel function associates with any given start and end point in the state space and any given travel duration the minimum economic cost of the associated point-to-point motion. Cost-to-travel functions are a generalization of cost-to-go functions, which are often used in the context of dynamic programming as well as model predictive control. We discuss the properties of cost-to-travel functions, their relations to existing concepts in control such as dissipativity, but also a variety of control-theoretic applications of this function class. In particular, we discuss how cost-to-travel functions can be used to analyze the properties of economic model predictive control with return constraints.

KW - Dissipativity

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