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Economic Model Predictive Control with Policy-Guided Terminal Ingredients

Sep 2026 · 0 citations · 10 references
Engineering Computer Science

Abstract

Conventional designs for model predictive control typically rely on terminal costs and constraints derived from a steady state to guarantee closed-loop stability and performance. However, this dependence on a steady-state assumption limits the applicability of this control method to systems in which such a fixed operating point is either not available or not desirable. This work introduces a novel framework, termed policy-guided MPC, to address this limitation. Our approach constructs terminal costs and constraints using a known sub-optimal control policy. Specifically, the terminal region is defined around a center determined by a rollout of the policy, and a penalty on deviation from this center is used to define the terminal cost. This method obviates the need for a steady state or reference trajectory. Closed-loop performance guarantees are established relative to the guiding policy, for both finite and infinite horizon problems. The effectiveness of the proposed framework is demonstrated through numerical simulations on an energy management example.

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