IEEE Transactions on Automatic Control, Vol.49, No.12, 2253-2257, 2004
Robust dynamic programming for min-max model predictive control of constrained uncertain systems
We address min-max model predictive control (MPC) for uncertain discrete-time systems by a robust dynamic programming approach, and develop an algorithm that is suitable for linearly cons trained polytopic systems with piecewise affine cost functions. The method uses polyhedral representations of the cost-to-go functions and feasible sets, and performs multiparametric programming by a duality based approach in each recursion step. We show how to apply the method to robust MPC, and give conditions guaranteeing closed loop stability. Finally, we apply the method to a tutorial example, a parking car with uncertain mass.
Keywords:constraints;dynamic programming;multiparametric programming;receding horizon control (RHC);robustness