A mixed open-loop-closed-loop strategy for real-time optimization of perturbed optimal control problems with constraints

In real-time optimization respectively real-time control one has to disting uish between open-loop and closed-loop strategies. These strategies emphasi ze either the calculation of the (sub)optimal solution or they try to find an admissible solution. One finds that the advantages of one method are the disadvantages of the other and vice versa. Hence a new mixed strategy is p roposed which combines the advantages of both methods. Finally illustrative examples are discussed which show the efficiency and robustness of the pro posed method.