Adaptive Dynamic Programming for Finite-Horizon Optimal Control of Discrete-Time Nonlinear Systems with ε-Error Bound
Fei-Yue Wang1; Ning Jin2; Derong Liu1,2; Qinglai Wei1
Source PublicationIEEE Transactions on Neural Networks
2011
Volume22Issue:1Pages:24-36
AbstractIn this paper, we study the finite-horizon optimal
control problem for discrete-time nonlinear systems using the
adaptive dynamic programming (ADP) approach. The idea is to
use an iterative ADP algorithm to obtain the optimal control
law which makes the performance index function close to the
greatest lower bound of all performance indices within an
ε-error bound. The optimal number of control steps can also
be obtained by the proposed ADP algorithms. A convergence
analysis of the proposed ADP algorithms in terms of performance
index function and control policy is made. In order to facilitate
the implementation of the iterative ADP algorithms, neural
networks are used for approximating the performance index
function, computing the optimal control policy, and modeling the
nonlinear system. Finally, two simulation examples are employed
to illustrate the applicability of the proposed method.
KeywordAdaptive Critic Designs Adaptive Dynamic Programming Approximate Dynamic Programming Learning Control Neural Control Neural Dynamic Programming Optimal Control Reinforcement Learning.
Document Type期刊论文
Identifierhttp://ir.ia.ac.cn/handle/173211/12372
Collection复杂系统管理与控制国家重点实验室_先进控制与自动化
Corresponding AuthorDerong Liu
Affiliation1.the Key Laboratory of Complex Systems and Intelligence Science, Institute of Automation, Chinese Academy of Sciences,Beijing 100190, China
2.the Department of Electrical and Computer Engineering,University of Illinois, Chicago, IL 60607 USA
Recommended Citation
GB/T 7714
Fei-Yue Wang,Ning Jin,Derong Liu,et al. Adaptive Dynamic Programming for Finite-Horizon Optimal Control of Discrete-Time Nonlinear Systems with ε-Error Bound[J]. IEEE Transactions on Neural Networks,2011,22(1):24-36.
APA Fei-Yue Wang,Ning Jin,Derong Liu,&Qinglai Wei.(2011).Adaptive Dynamic Programming for Finite-Horizon Optimal Control of Discrete-Time Nonlinear Systems with ε-Error Bound.IEEE Transactions on Neural Networks,22(1),24-36.
MLA Fei-Yue Wang,et al."Adaptive Dynamic Programming for Finite-Horizon Optimal Control of Discrete-Time Nonlinear Systems with ε-Error Bound".IEEE Transactions on Neural Networks 22.1(2011):24-36.
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