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Error Bounds of Adaptive Dynamic Programming Algorithms for Solving Undiscounted Optimal Control Problems | |
Liu, Derong; Li, Hongliang; Wang, Ding | |
发表期刊 | IEEE TRANSACTIONS ON NEURAL NETWORKS AND LEARNING SYSTEMS |
2015-06-01 | |
卷号 | 26期号:6页码:1323-1334 |
文章类型 | Article |
摘要 | In this paper, we establish error bounds of adaptive dynamic programming algorithms for solving undiscounted infinite-horizon optimal control problems of discrete-time deterministic nonlinear systems. We consider approximation errors in the update equations of both value function and control policy. We utilize a new assumption instead of the contraction assumption in discounted optimal control problems. We establish the error bounds for approximate value iteration based on a new error condition. Furthermore, we also establish the error bounds for approximate policy iteration and approximate optimistic policy iteration algorithms. It is shown that the iterative approximate value function can converge to a finite neighborhood of the optimal value function under some conditions. To implement the developed algorithms, critic and action neural networks are used to approximate the value function and control policy, respectively. Finally, a simulation example is given to demonstrate the effectiveness of the developed algorithms. |
关键词 | Adaptive Critic Designs Adaptive Dynamic Programming (Adp) Approximate Dynamic Programming Neural Networks Neurodynamic Programming Nonlinear Systems Optimal Control |
WOS标题词 | Science & Technology ; Technology |
关键词[WOS] | TIME NONLINEAR-SYSTEMS ; MARKOV DECISION-PROCESSES ; OPTIMAL TRACKING CONTROL ; ZERO-SUM GAMES ; POLICY ITERATION ; LAPLACIAN FRAMEWORK ; UNKNOWN DYNAMICS ; FEEDBACK-CONTROL ; CONTROL SCHEME ; HJB SOLUTION |
收录类别 | SCI |
语种 | 英语 |
WOS研究方向 | Computer Science ; Engineering |
WOS类目 | Computer Science, Artificial Intelligence ; Computer Science, Hardware & Architecture ; Computer Science, Theory & Methods ; Engineering, Electrical & Electronic |
WOS记录号 | WOS:000354957000017 |
引用统计 | |
文献类型 | 期刊论文 |
条目标识符 | http://ir.ia.ac.cn/handle/173211/7924 |
专题 | 多模态人工智能系统全国重点实验室_复杂系统智能机理与平行控制团队 |
作者单位 | Chinese Acad Sci, Inst Automat, State Key Lab Management & Control Complex Syst, Beijing 100190, Peoples R China |
第一作者单位 | 中国科学院自动化研究所 |
推荐引用方式 GB/T 7714 | Liu, Derong,Li, Hongliang,Wang, Ding. Error Bounds of Adaptive Dynamic Programming Algorithms for Solving Undiscounted Optimal Control Problems[J]. IEEE TRANSACTIONS ON NEURAL NETWORKS AND LEARNING SYSTEMS,2015,26(6):1323-1334. |
APA | Liu, Derong,Li, Hongliang,&Wang, Ding.(2015).Error Bounds of Adaptive Dynamic Programming Algorithms for Solving Undiscounted Optimal Control Problems.IEEE TRANSACTIONS ON NEURAL NETWORKS AND LEARNING SYSTEMS,26(6),1323-1334. |
MLA | Liu, Derong,et al."Error Bounds of Adaptive Dynamic Programming Algorithms for Solving Undiscounted Optimal Control Problems".IEEE TRANSACTIONS ON NEURAL NETWORKS AND LEARNING SYSTEMS 26.6(2015):1323-1334. |
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