Continuous-Time Stochastic Policy Iteration of Adaptive Dynamic Programming

doi:10.1109/TSMC.2023.3284612

	Continuous-Time Stochastic Policy Iteration of Adaptive Dynamic Programming
	Wei, Qinglai1,2 ; Zhou, Tianmin 1; Lu, Jingwei1,3,4 ; Liu, Yu5 ; Su, Shuai 6; Xiao, Jun 2
发表期刊	IEEE TRANSACTIONS ON SYSTEMS MAN CYBERNETICS-SYSTEMS
ISSN	2168-2216
	2023-06-30
页码	13
通讯作者	Wei, Qinglai(qinglai.wei@ia.ac.cn) ; Xiao, Jun(xiaojun@ucas.ac.cn)
摘要	In this article, we study the optimal control problem of continuous-time (CT) time-invariant nonlinear systems with stochastic nonlinear disturbances. A new stochastic adaptive dynamic programming (ADP) method is developed to solve the Hamilton-Jacobi-Bellman equation (HJBE). Under the conditional expectation, the value function and the control law are successively approximated simultaneously. The asymptotic stability of the closed-loop stochastic system in probability is analyzed by the stochastic Lyapunov direct method, and the convergence of the developed ADP method is given. Finally, four simulations illustrate the effectiveness of the developed method.
关键词	Adaptive dynamic programming (ADP) Hamilton-Jacobi-Bellman equation (HJBE) nonlinear stochastic system stochastic policy iteration (PI)
DOI	10.1109/TSMC.2023.3284612
关键词[WOS]	SYSTEMS ; STABILIZATION ; FEEDBACK
收录类别	SCI
语种	英语
资助项目	National Key Research and Development Program of China[2021YFE0206100] ; Science and Technology Development Fund of the Macao Special Administrative Region[FDCT-22-009-MISE] ; National Natural Science Foundation of China[62073321] ; National Natural Science Foundation of China[U22A2046] ; National Natural Science Foundation of China[52172322] ; State Key Laboratory of Rail Traffic Control and Safety, Beijing Jiaotong University[RCS2021K005]
项目资助者	National Key Research and Development Program of China ; Science and Technology Development Fund of the Macao Special Administrative Region ; National Natural Science Foundation of China ; State Key Laboratory of Rail Traffic Control and Safety, Beijing Jiaotong University
WOS研究方向	Automation & Control Systems ; Computer Science
WOS类目	Automation & Control Systems ; Computer Science, Cybernetics
WOS记录号	WOS:001025540300001
出版者	IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
引用统计	被引频次：2[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/173211/53619
专题	多模态人工智能系统全国重点实验室
通讯作者	Wei, Qinglai; Xiao, Jun
作者单位	1.Chinese Acad Sci, Inst Automat, State Key Lab Multimodal Artificial Intelligence S, Beijing 100190, Peoples R China 2.Univ Chinese Acad Sci, Sch Artificial Intelligence, Beijing 100049, Peoples R China 3.Macau Univ Sci & Technol, Inst Syst Engn, Taipa, Macau, Peoples R China 4.Qingdao Acad Intelligent Ind, Parallel Intelligence Innovat Res Ctr, Qingdao 266109, Peoples R China 5.Chinese Acad Sci, Inst Automat, Beijing 100190, Peoples R China 6.Beijing Jiaotong Univ, State Key Lab Rail Traff Control & Safety, Beijing 100044, Peoples R China
第一作者单位	中国科学院自动化研究所
通讯作者单位	中国科学院自动化研究所
推荐引用方式 GB/T 7714	Wei, Qinglai,Zhou, Tianmin,Lu, Jingwei,et al. Continuous-Time Stochastic Policy Iteration of Adaptive Dynamic Programming[J]. IEEE TRANSACTIONS ON SYSTEMS MAN CYBERNETICS-SYSTEMS,2023:13.
APA	Wei, Qinglai,Zhou, Tianmin,Lu, Jingwei,Liu, Yu,Su, Shuai,&Xiao, Jun.(2023).Continuous-Time Stochastic Policy Iteration of Adaptive Dynamic Programming.IEEE TRANSACTIONS ON SYSTEMS MAN CYBERNETICS-SYSTEMS,13.
MLA	Wei, Qinglai,et al."Continuous-Time Stochastic Policy Iteration of Adaptive Dynamic Programming".IEEE TRANSACTIONS ON SYSTEMS MAN CYBERNETICS-SYSTEMS (2023):13.