This article considers robust model predictive control (MPC) schemes for linear parameter varying (LPV) systems in which the time-varying parameter is assumed to be measured online and exploited for feedback. A closed-loop MPC with a parameter-dependent control law is proposed first. The parameter-dependent control law reduces conservativeness of the existing results with a static control law at the cost of higher computational burden. Furthermore, an MPC scheme with prediction horizon '1' is proposed to deal with the case of asymmetric constraints. Both approaches guarantee recursive feasibility and closed-loop stability if the considered optimisation problem is feasible at the initial time instant.