Economic Linear Quadratic MPC With Non-Unique Optimal Solutions

Abstract: Asymptotic stability in economic receding horizon control can be obtained under a strict dissipativity assumption, related to positive-definiteness of a so-called rotated cost, and through the use of suitable terminal cost and constraints. In the linear-quadratic case, a common assumption is that the rotated cost is positive definite. The positive semi-definite case has received surprisingly little attention, and the connection to the standard dissipativity assumption has not been investigated. In this paper, we fill this gap by connecting existing results in economic model predictive control with the stability results for the semi-definite case, the properties of the constrained generalized discrete algebraic Riccati equation, and of two optimal control problems. Moreover, we extend recent results relating exponential stability to the choice of terminal cost in the absence of terminal constraints.