Optimality Conditions for Model Predictive Control: Rethinking Predictive Model Design
Fuente:
arXiv
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| Autori principali: | , , , |
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| Natura: | Preprint |
| Pubblicazione: |
2024
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| _version_ | 1866912169174499328 |
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| author | Anand, Akhil S Kordabad, Arash Bahari Zanon, Mario Gros, Sebastien |
| author_facet | Anand, Akhil S Kordabad, Arash Bahari Zanon, Mario Gros, Sebastien |
| contents | Optimality is a critical aspect of Model Predictive Control (MPC), especially in economic MPC. However, achieving optimality in MPC presents significant challenges, and may even be impossible, due to inherent inaccuracies in the predictive models. Predictive models often fail to accurately capture the true system dynamics, such as in the presence of stochasticity, leading to suboptimal MPC policies. In this paper, we establish the necessary and sufficient conditions on the underlying prediction model for an MPC scheme to achieve closed-loop optimality. Interestingly, these conditions are counterintuitive to the traditional approach of building predictive models that best fit the data. These conditions present a mathematical foundation for constructing models that are directly linked to the performance of the resulting MPC scheme. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2412_18268 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Optimality Conditions for Model Predictive Control: Rethinking Predictive Model Design Anand, Akhil S Kordabad, Arash Bahari Zanon, Mario Gros, Sebastien Optimization and Control Optimality is a critical aspect of Model Predictive Control (MPC), especially in economic MPC. However, achieving optimality in MPC presents significant challenges, and may even be impossible, due to inherent inaccuracies in the predictive models. Predictive models often fail to accurately capture the true system dynamics, such as in the presence of stochasticity, leading to suboptimal MPC policies. In this paper, we establish the necessary and sufficient conditions on the underlying prediction model for an MPC scheme to achieve closed-loop optimality. Interestingly, these conditions are counterintuitive to the traditional approach of building predictive models that best fit the data. These conditions present a mathematical foundation for constructing models that are directly linked to the performance of the resulting MPC scheme. |
| title | Optimality Conditions for Model Predictive Control: Rethinking Predictive Model Design |
| topic | Optimization and Control |
| url | https://arxiv.org/abs/2412.18268 |