AI & ML
Discounted MPC and infinite-horizon optimal control under plant-model mismatch: Stability and suboptimality
arXiv cs.SY0 views
arXiv:2604.08521v2 Announce Type: replace-cross Abstract: We study the robustness to plant-model mismatch of nonlinear systems in closed loop with (discounted) optimal controllers designed for a nominal model, with quadratic stage costs across finite and infinite horizons. By combining Lyapunov analysis with a unifying relaxed dynamic programming framework, we establish conditions that guarantee robust stability alongside improved suboptimality bounds compared to existing literature. A key step in our analysis is proving that stability counteracts time-accumulated error growth due to plant-model mismatch, yielding robustness bounds that hold uniformly across all prediction horizons.
Source:https://arxiv.org/abs/2604.08521PreviousSafe Approximate Nonlinear Model Predictive Control Without Expert DemonstrationsNextAdaptive Reparametrized Time for Score-Based Diffusion Sampling
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