On the Design of Economic NMPC Based on Approximate Turnpike Properties

We discuss the design of sampled-data economic nonlinear model predictive control schemes for continuous-time systems based on turnpike properties. In a recent paper we have shown that an exact turnpike property allows establishing finite-time convergence of the NMPC scheme to the optimal steady state, and also recursive feasibility, without using terminal penalties or terminal constraints. Herein, we extend our previous results to the more general case of approximate turnpikes. We establish sufficient conditions, based on a dissipativity assumption, that guarantee (i) convergence to a neighborhood of the optimal steady state, and (ii) recursive feasibility in the presence of state constraints. The proposed conditions do not rely on terminal regions or terminal penalties. A key step in our developments is the use of a storage function as a penalty on the initial condition in the NMPC scheme. We draw upon the example of a chemical reactor to illustrate our findings.