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On the accuracy of the model predictive control method

2025/11/14 by Angelov, Georgi, Corella, Alberto Domínguez, Veliov, Vladimir
Computer Science · Engineering · #Advanced Control Systems Optimization #FOS: Mathematics #Optimization and Control (math.OC) #Optimization and Variational Analysis #Spacecraft Dynamics and Control

paper · doi:10.48550/arxiv.2511.11098

openalex publication_date 2025/11/14 · openalex created_date 2025/11/18 · openalex updated_date 2026/07/28

Abstract

The paper investigates the accuracy of the Model Predictive Control (MPC) method for finding online approximate optimal feedback control for Bolza type problems on a fixed finite horizon. The predictions for the dynamics, the state measurements, and the solution of the auxiliary open-loop control problems that appear at every step of the MPC method may be inaccurate. The main result provides an error estimate of the MPC-generated solution compared with the optimal open-loop solution of the ``ideal'' problem, where all predictions and measurements are exact. The technique of proving the estimate involves an extension of the notion of strong metric sub-regularity of set-valued maps and utilization of a specific new metric in the control space, which makes the proof non-standard. The result is specialized for two problem classes: coercive problems, and affine problems.

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