Abstract
We present a intuitive and self-contained formulation of a stability preserving receding horizon control strategy for a system where limited preview information is available for the disturbances. The simplicity of the derivation is due to (and its benefits somewhat offset by) a set of stringent and highly structured assumptions. The formulation uses a suboptimal value function for terminal cost, and relies on optimization strategies that only require a trivial improvement property, allowing implementation as an anytime algorithm. The nature of this strategy's performance is clarified with linear examples.
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