Work

Receding Horizon Control and Dissipativity - Optimal Control, Games and Uncertainty

Year: 2026

Type: preprint

Abstract: We provide a tutorial overview of receding horizon control across deterministic, stochastic, multi-agent, and game-theoretic settings. We contrast the minimizer of an optimal control problem with the equilibrium of a game in terms of cost and constraint handling to motivate the difference of MPC schemes involving multiple agents/players. Interestingly, dissipativity theory and the turnpike property have turned out to be a unifying thread and system-theoretic backbone across all these schemes. This paper is the first to give an overview of results, summarizing fundamental insights, drawing parallels, and highlighting technical differences in dissipativity and turnpike analysis across economic, game theoretic, and stochastic settings. We also explore recent trends in numerical methods for games. We conclude by pointing to a list of open challenges.

Source: arXiv (Cornell University)

DOI: 10.48550/arxiv.2609.36858

Authors: Hall, Sophie, Schießl, Jonas, Grammatico, Sergio, Faulwasser, Timm

Institutions: ETH Zurich, Automatic Control Laboratory, University of Bayreuth, Delft University of Technology, Hamburg University of Technology

Language: English

Topic: Advanced Control Systems Optimization

Subfield: Control and Systems Engineering

Field: Engineering

Domain: Physical Sciences

Open Access status: green

Funder: Deutsche Forschungsgemeinschaft

Award: Stochastische Optimale Steuerung und MPC Dissipativität, Risiko und Regelgüte

OpenAlex ID: W7214935214

Cites: 8

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Related to: 10