Value Iteration Adaptive Dynamic Programming for Optimal Control of Discrete-Time Nonlinear Systems
Wei, Qinglai1; Liu, Derong2; Lin, Hanquan1; Derong Liu
2016-03-01
发表期刊IEEE TRANSACTIONS ON CYBERNETICS
卷号46期号:3页码:840-853
文章类型Article
摘要In this paper, a value iteration adaptive dynamic programming (ADP) algorithm is developed to solve infinite horizon undiscounted optimal control problems for discrete-time nonlinear systems. The present value iteration ADP algorithm permits an arbitrary positive semi-definite function to initialize the algorithm. A novel convergence analysis is developed to guarantee that the iterative value function converges to the optimal performance index function. Initialized by different initial functions, it is proven that the iterative value function will be monotonically nonincreasing, monotonically nondecreasing, or nonmonotonic and will converge to the optimum. In this paper, for the first time, the admissibility properties of the iterative control laws are developed for value iteration algorithms. It is emphasized that new termination criteria are established to guarantee the effectiveness of the iterative control laws. Neural networks are used to approximate the iterative value function and compute the iterative control law, respectively, for facilitating the implementation of the iterative ADP algorithm. Finally, two simulation examples are given to illustrate the performance of the present method.
关键词Adaptive Critic Designs Adaptive Dynamic Programming (Adp) Approximate Dynamic Programming Neural Networks Neuro-dynamic Programming Optimal Control Reinforcement Learning Value Iteration
WOS标题词Science & Technology ; Technology
DOI10.1109/TCYB.2015.2492242
关键词[WOS]OPTIMAL TRACKING CONTROL ; INPUT-OUTPUT DATA ; FEEDBACK-CONTROL ; CONTROL SCHEME ; LEARNING CONTROL ; HJB SOLUTION ; REINFORCEMENT ; APPROXIMATION ; ALGORITHM ; NETWORKS
收录类别SCI
语种英语
项目资助者National Natural Science Foundation of China(61533017 ; 61273140 ; 61374105 ; 61233001)
WOS研究方向Computer Science
WOS类目Computer Science, Artificial Intelligence ; Computer Science, Cybernetics
WOS记录号WOS:000370963500022
引用统计
被引频次:76[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/173211/11355
专题复杂系统管理与控制国家重点实验室_平行控制
通讯作者Derong Liu
作者单位1.Chinese Acad Sci, Inst Automat, State Key Lab Management & Control Complex Syst, Beijing 100190, Peoples R China
2.Univ Sci & Technol Beijing, Sch Automat & Elect Engn, Beijing 100083, Peoples R China
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Wei, Qinglai,Liu, Derong,Lin, Hanquan,et al. Value Iteration Adaptive Dynamic Programming for Optimal Control of Discrete-Time Nonlinear Systems[J]. IEEE TRANSACTIONS ON CYBERNETICS,2016,46(3):840-853.
APA Wei, Qinglai,Liu, Derong,Lin, Hanquan,&Derong Liu.(2016).Value Iteration Adaptive Dynamic Programming for Optimal Control of Discrete-Time Nonlinear Systems.IEEE TRANSACTIONS ON CYBERNETICS,46(3),840-853.
MLA Wei, Qinglai,et al."Value Iteration Adaptive Dynamic Programming for Optimal Control of Discrete-Time Nonlinear Systems".IEEE TRANSACTIONS ON CYBERNETICS 46.3(2016):840-853.
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