Stability and Convergence of a Randomized Model Predictive Control Strategy

2022/11/10 by Veldman, Daniël, Borkowski, Alexandra, Zuazua, Enrique · 3 citations
#FOS: Mathematics #Optimization and Control (math.OC)

paper · doi:10.48550/arxiv.2211.05463

Abstract

RBM-MPC is a computationally efficient variant of Model Predictive Control (MPC) in which the Random Batch Method (RBM) is used to speed up the finite-horizon optimal control problems at each iteration. In this paper, stability and convergence estimates are derived for RBMMPC of unconstrained linear systems. The obtained estimates are validated in a numerical example that also shows a clear computational advantage of RBM-MPC.

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