Online learning with stability guarantees: A memory-based warm starting for real-time MPC

Automatica, no. 1 (2020): 109247-109247

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Abstract

We propose and analyze a real-time model predictive control (MPC) scheme that utilizes stored data to improve its performance by learning the value function online with stability guarantees. For linear and nonlinear systems, a learning method is presented that makes use of basic analytic properties of the cost function and is proven to le...More

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Lukas Schwenkel
Lukas Schwenkel
Meriem Gharbi
Meriem Gharbi
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