Diffusing-Horizon Model Predictive Control

@article{Shin2021DiffusingHorizonMP,
  title={Diffusing-Horizon Model Predictive Control},
  author={Sungho Shin and Victor M. Zavala},
  journal={IEEE Transactions on Automatic Control},
  year={2021}
}
We present a new time-coarsening strategy for model predictive control (MPC) that we call diffusing-horizon MPC. This strategy seeks to overcome the computational challenges associated with optimal control problems that span multiple timescales. The coarsening approach uses a time discretization grid that becomes exponentially sparser as one moves forward in time. This design is motivated by a recently-established property of optimal control problems that is known as exponential decay of… 
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