Receding Horizon Control and Dissipativity - Optimal Control, Games and Uncertainty
Abstract
We provide a tutorial overview of receding horizon control across deterministic, stochastic, multi-agent, and game-theoretic settings. We contrast the minimizer of an optimal control problem with the equilibrium of a game in terms of cost and constraint handling to motivate the difference of MPC schemes involving multiple agents/players. Interestingly, dissipativity theory and the turnpike property have turned out to be a unifying thread and system-theoretic backbone across all these schemes. This paper is the first to give an overview of results, summarizing fundamental insights, drawing parallels, and highlighting technical differences in dissipativity and turnpike analysis across economic, game theoretic, and stochastic settings. We also explore recent trends in numerical methods for games. We conclude by pointing to a list of open challenges.
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BibTeX
@misc{hall2026receding,
title = {{Receding Horizon Control and Dissipativity - Optimal Control, Games and Uncertainty}},
author = {Sophie Hall and Jonas Schießl and Sergio Grammatico and Timm Faulwasser},
howpublished = {arXiv},
year = {2026},
month = sep,
doi = {10.48550/arxiv.2609.36858},
eprint = {2609.36858},
archivePrefix = {arXiv},
url = {https://arxiv.org/abs/2609.36858},
note = {CC BY-NC-ND 4.0},
}
RIS
TY - UNPB
TI - Receding Horizon Control and Dissipativity - Optimal Control, Games and Uncertainty
AU - Sophie Hall
AU - Jonas Schießl
AU - Sergio Grammatico
AU - Timm Faulwasser
PY - 2026
DA - 2026/09/29
PB - arXiv
DO - 10.48550/arxiv.2609.36858
UR - https://arxiv.org/abs/2609.36858
AB - We provide a tutorial overview of receding horizon control across deterministic, stochastic, multi-agent, and game-theoretic settings. We contrast the minimizer of an optimal control problem with the equilibrium of a game in terms of cost and constraint handling to motivate the difference of MPC schemes involving multiple agents/players. Interestingly, dissipativity theory and the turnpike property have turned out to be a unifying thread and system-theoretic backbone across all these schemes. This paper is the first to give an overview of results, summarizing fundamental insights, drawing parallels, and highlighting technical differences in dissipativity and turnpike analysis across economic, game theoretic, and stochastic settings. We also explore recent trends in numerical methods for games. We conclude by pointing to a list of open challenges.
ER -