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math.OC2026
Discounted MPC and infinite-horizon optimal control under plant-model mismatch: Stability and suboptimality
Robert H. Moldenhauer, Karl Worthmann, Romain Postoyan +2
We study closed-loop stability and suboptimality for MPC and infinite-horizon optimal control solved using a surrogate model that differs from the real plant. We employ a unified f…
math.OC2025
Robust Recurrence of Discrete-Time Infinite-Horizon Stochastic Optimal Control with Discounted Cost
Robert H. Moldenhauer, Dragan NeÅ¡iÄ, Mathieu Granzotto +2
We analyze the stability of general nonlinear discrete-time stochastic systems controlled by optimal inputs that minimize an infinite-horizon discounted cost. Under a novel stochas…