  We present a model predictive control (MPC) formulation to directly optimize
economic criteria for linear constrained systems subject to disturbances and
uncertain model parameters. The proposed formulation combines a certainty
equivalent economic MPC with a simple least-squares parameter adaptation. For
the resulting adaptive economic MPC scheme, we derive strong asymptotic and
transient performance guarantees. We provide a numerical example involving
building temperature control and demonstrate performance benefits of online
parameter adaptation.
