Adaptive Nonlinear Model Predictive Control with suboptimality and stability guarantees

Theory for Adaptive Nonlinear Model Predictive Control is developed based on the relaxed dynamic programming inequality. The adaptivity in the controller lies in the choice of control horizon. The control horizon is chosen such that a variation of the relaxed dynamic programming inequality holds for all time steps along the closed loop trajectory. This provides guarantees for asymptotic stability and closed loop suboptimality above a certain pre-specified level.