Abstract
In this paper, we develop a new tube-based robust economic MPC scheme
for linear time-invariant systems subject to bounded disturbances with
given distributions. By using the error distribution in the predictions
of the finite horizon optimal control problem, we can incorporate
stochastic information in order to improve the expected performance
while being able to guarantee strict feasibility. For this new
framework, we can provide bounds on the asymptotic average performance
of the closed-loop system. Moreover, a constructive approach is
presented in order to find an appropriate terminal cost leading to a
slight degradation of the bound on the guaranteed average performance.
(C) 2016 Elsevier Ltd. All rights reserved.
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