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Generalized Policy Iteration Adaptive Dynamic Programming for Discrete-Time Nonlinear Systems
Liu, Derong; Wei, Qinglai; Yan, Pengfei
Source PublicationIEEE TRANSACTIONS ON SYSTEMS MAN CYBERNETICS-SYSTEMS
2015-12-01
Volume45Issue:12Pages:1577-1591
SubtypeArticle
AbstractThis 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.
KeywordAdaptive Critic Designs Adaptive Dynamic Programming (Adp) Approximate Dynamic Programming Generalized Policy Iteration Neural Networks Neuro-dynamic Programming Nonlinear Systems Optimal Control Reinforcement Learning
WOS HeadingsScience & Technology ; Technology
DOI10.1109/TSMC.2015.2417510
WOS KeywordOPTIMAL TRACKING CONTROL ; ZERO-SUM GAMES ; LEARNING OPTIMAL-CONTROL ; CONTROL SCHEME ; UNKNOWN DYNAMICS ; APPROXIMATION ERRORS ; CRITIC DESIGNS ; HJB SOLUTION ; REINFORCEMENT ; ALGORITHM
Indexed BySCI
Language英语
Funding OrganizationNational 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 Research AreaAutomation & Control Systems ; Computer Science
WOS SubjectAutomation & Control Systems ; Computer Science, Cybernetics
WOS IDWOS:000366891300009
Citation statistics
Cited Times:22[WOS]   [WOS Record]     [Related Records in WOS]
Document Type期刊论文
Identifierhttp://ir.ia.ac.cn/handle/173211/10646
Collection复杂系统管理与控制国家重点实验室_平行控制
AffiliationChinese Acad Sci, Inst Automat, State Key Lab Management & Control Complex Syst, Beijing 100190, Peoples R China
First Author AffilicationChinese Acad Sci, Inst Automat, State Key Lab Management & Control Complex Syst, Beijing 100190, Peoples R China
Recommended Citation
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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