A robust economic MPC for changing economic criterion

Abstract

This note presents a robust economic model predictive control controller suitable for changing economic criterion. The proposal ensures feasibility under any change of the economic criterion, thanks to the use of artificial variables and a relaxed terminal constraint, and robustness in presence of additive bounded disturbances. The resulting robust formulation considers a nominal prediction model and restricted constraints (in order to account for the effect of additive disturbances). The controlled system under the proposed controller is shown to be input-to-state stable in the sense that it is asymptotically steered to an invariant region around the best admissible steady state. An illustrative example shows the benefits and the properties of the proposed controller.