MathDB2 problems
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MPC approximation for time-varying discounted optimal control problems
Model predictive control (MPC) is considered for optimal control problems, with approximation properties established for time-invariant and undiscounted problems. The target settin…
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Receding-horizon approximation for infinite-horizon optimal control
The welfare-maximization problem is an infinite-horizon optimal control problem, and receding-horizon control repeatedly solves finite-horizon approximations before applying the re…