Transient Performance of Tube-based Robust Economic Model Predictive Control

TL;DR

This paper establishes non-averaged and transient performance guarantees for tube-based robust economic MPC schemes, demonstrating near-optimal performance over finite and infinite horizons with theoretical backing and numerical validation.

Contribution

It provides the first non-averaged, transient performance bounds for tube-based robust economic MPC, including schemes with and without terminal conditions.

Findings

Performance bounds are similar to nominal economic MPC.

Closed-loop performance is approximately optimal.

Numerical example validates theoretical results.

Abstract

In this paper, we provide non-averaged and transient performance guarantees for recently developed, tube-based robust economic model predictive control (MPC) schemes. In particular, we consider both tube-based MPC schemes with and without terminal conditions. We show that the closed-loop performance obtained by applying such MPC schemes is approximately optimal when evaluated both on finite and infinite time horizons. These performance bounds are similar to those derived previously for nominal economic MPC. The theoretical results are discussed in a numerical example.