Generalized Policy Iteration Adaptive Dynamic Programming for Discrete-Time Nonlinear Systems
Liu, Derong; Wei, Qinglai; Yan, Pengfei
2015-12-01
发表期刊IEEE TRANSACTIONS ON SYSTEMS MAN CYBERNETICS-SYSTEMS
卷号45期号:12页码:1577-1591
文章类型Article
摘要This paper is concerned with a novel generalized policy iteration algorithm for solving optimal control problems for discrete-time nonlinear systems. The idea is to use an iterative adaptive dynamic programming algorithm to obtain iterative control laws which make the iterative value functions converge to the optimum. Initialized by an admissible control law, it is shown that the iterative value functions are monotonically nonincreasing and converge to the optimal solution of Hamilton-Jacobi-Bellman equation, under the assumption that a perfect function approximation is employed. The admissibility property is analyzed, which shows that any of the iterative control laws can stabilize the nonlinear system. Neural networks are utilized to implement the generalized policy iteration algorithm, by approximating the iterative value function and computing the iterative control law, respectively, to achieve approximate optimal control. Finally, numerical examples are presented to verify the effectiveness of the present generalized policy iteration algorithm.
关键词Adaptive Critic Designs Adaptive Dynamic Programming (Adp) Approximate Dynamic Programming Generalized Policy Iteration Neural Networks Neuro-dynamic Programming Nonlinear Systems Optimal Control Reinforcement Learning
WOS标题词Science & Technology ; Technology
DOI10.1109/TSMC.2015.2417510
关键词[WOS]OPTIMAL TRACKING CONTROL ; ZERO-SUM GAMES ; LEARNING OPTIMAL-CONTROL ; CONTROL SCHEME ; UNKNOWN DYNAMICS ; APPROXIMATION ERRORS ; CRITIC DESIGNS ; HJB SOLUTION ; REINFORCEMENT ; ALGORITHM
收录类别SCI
语种英语
项目资助者National Natural Science Foundation of China(61034002 ; Beijing Natural Science Foundation(4132078) ; Early Career Development Award of the State Key Laboratory of Management and Control for Complex Systems ; 61233001 ; 61273140 ; 61304086 ; 61374105)
WOS研究方向Automation & Control Systems ; Computer Science
WOS类目Automation & Control Systems ; Computer Science, Cybernetics
WOS记录号WOS:000366891300009
引用统计
被引频次:16[WOS]   [WOS记录]     [WOS相关记录]
文献类型期刊论文
条目标识符http://ir.ia.ac.cn/handle/173211/10646
专题复杂系统管理与控制国家重点实验室_平行控制
作者单位Chinese Acad Sci, Inst Automat, State Key Lab Management & Control Complex Syst, Beijing 100190, Peoples R China
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GB/T 7714
Liu, Derong,Wei, Qinglai,Yan, Pengfei. Generalized Policy Iteration Adaptive Dynamic Programming for Discrete-Time Nonlinear Systems[J]. IEEE TRANSACTIONS ON SYSTEMS MAN CYBERNETICS-SYSTEMS,2015,45(12):1577-1591.
APA Liu, Derong,Wei, Qinglai,&Yan, Pengfei.(2015).Generalized Policy Iteration Adaptive Dynamic Programming for Discrete-Time Nonlinear Systems.IEEE TRANSACTIONS ON SYSTEMS MAN CYBERNETICS-SYSTEMS,45(12),1577-1591.
MLA Liu, Derong,et al."Generalized Policy Iteration Adaptive Dynamic Programming for Discrete-Time Nonlinear Systems".IEEE TRANSACTIONS ON SYSTEMS MAN CYBERNETICS-SYSTEMS 45.12(2015):1577-1591.
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