New stability theory of model predictive control: modified stage cost approach

Wen-Hua Chen and Yunda Yan

International Journal of Systems Science, 2025, vol. 56, issue 4, 808-826

Abstract: This paper presents a promising new approach to establish the stability of finite receding horizon control with a terminal cost. Departing from the traditional approaches of using the property of the terminal cost or relaxed Lyapunov inequalities, this paper establishes its stability based on the property of a modified stage cost. First, we rotate the stage cost with the terminal cost. Then a one-step optimisation problem is defined based on this augmented stage cost. It is shown that a slightly modified Model Predictive Control (MPC) algorithm is stable if the value function of the augmented one-step cost (OSVF) is a Control Lyapunov Function (CLF). Stability for MPC algorithms with zero terminal cost or even negative terminal cost can be unified with this new approach. Combining it with the existing MPC stability theories, we are able to significantly relax the stability requirement on MPC and extend the stabilising MPC design space to the region that no existing MPC stability theories can cover. The proposed stage cost-based approach will help to further reduce the gap between stability theory and practical applications of MPC and other optimisation-based control methods.

Date: 2025
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DOI: 10.1080/00207721.2024.2409846

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