Dynamic Programming, Optimal Control and Model Predictive Control

Abstract

In this chapter, we give a survey of recent results on approximate optimal-ity and stability of closed loop trajectories generated by model predictive control (MPC). Both stabilizing and economic MPC are considered and both schemes with and without terminal conditions are analyzed. A particular focus of the chapter is to highlight the role dynamic programming plays in this analysis. As we will see, dynamic programming arguments are ubiquitous in the analysis of MPC schemes.