Approximation Properties of Receding Horizon Optimal Control

  • Lars Grüne
Survey Article


In this survey, receding horizon control is presented as a method for obtaining approximately optimal solutions to infinite horizon optimal control problems by iteratively solving a sequence of finite horizon optimal control problems. We investigate conditions under which we can obtain mathematically rigorous approximation results for this approach. A key ingredient of our analysis is the so-called turnpike property of optimal control problems.


Optimal control Receding horizon control Model predictive control Turnpike property dissipativity 

Mathematics Subject Classification

93C10 93D15 49M37 


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Copyright information

© Deutsche Mathematiker-Vereinigung and Springer-Verlag Berlin Heidelberg 2016

Authors and Affiliations

  1. 1.Mathematical InstituteUniversity of BayreuthBayreuthGermany

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