Discrete-Time Optimal Control via Local Policy Iteration Adaptive Dynamic Programming
In this paper, a discrete-time optimal control scheme is developed via a novel local policy iteration adaptive dynamic programming algorithm. In the discrete-time local policy iteration algorithm, the iterative value function and iterative control law can be updated in a subset of the state space, w...
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| Vydáno v: | IEEE transactions on cybernetics Ročník 47; číslo 10; s. 3367 - 3379 |
|---|---|
| Hlavní autoři: | , , , |
| Médium: | Journal Article |
| Jazyk: | angličtina |
| Vydáno: |
United States
IEEE
01.10.2017
The Institute of Electrical and Electronics Engineers, Inc. (IEEE) |
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| ISSN: | 2168-2267, 2168-2275 |
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| Abstract | In this paper, a discrete-time optimal control scheme is developed via a novel local policy iteration adaptive dynamic programming algorithm. In the discrete-time local policy iteration algorithm, the iterative value function and iterative control law can be updated in a subset of the state space, where the computational burden is relaxed compared with the traditional policy iteration algorithm. Convergence properties of the local policy iteration algorithm are presented to show that the iterative value function is monotonically nonincreasing and converges to the optimum under some mild conditions. The admissibility of the iterative control law is proven, which shows that the control system can be stabilized under any of the iterative control laws, even if the iterative control law is updated in a subset of the state space. Finally, two simulation examples are given to illustrate the performance of the developed method. |
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| AbstractList | In this paper, a discrete-time optimal control scheme is developed via a novel local policy iteration adaptive dynamic programming algorithm. In the discrete-time local policy iteration algorithm, the iterative value function and iterative control law can be updated in a subset of the state space, where the computational burden is relaxed compared with the traditional policy iteration algorithm. Convergence properties of the local policy iteration algorithm are presented to show that the iterative value function is monotonically nonincreasing and converges to the optimum under some mild conditions. The admissibility of the iterative control law is proven, which shows that the control system can be stabilized under any of the iterative control laws, even if the iterative control law is updated in a subset of the state space. Finally, two simulation examples are given to illustrate the performance of the developed method. |
| Author | Qiao Lin Derong Liu Qinglai Wei Ruizhuo Song |
| Author_xml | – sequence: 1 givenname: Qinglai surname: Wei fullname: Wei, Qinglai – sequence: 2 givenname: Derong surname: Liu fullname: Liu, Derong – sequence: 3 givenname: Qiao surname: Lin fullname: Lin, Qiao – sequence: 4 givenname: Ruizhuo surname: Song fullname: Song, Ruizhuo |
| BackLink | https://www.ncbi.nlm.nih.gov/pubmed/27448382$$D View this record in MEDLINE/PubMed |
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| SubjectTerms | Adaptive algorithms Adaptive control Adaptive critic designs adaptive dynamic programming (ADP) Algorithms approximate dynamic programming Computer simulation Convergence Discrete-event systems Dynamic programming Heuristic algorithms Iterative algorithms Iterative methods local policy iteration Markov analysis neuro-dynamic programming Nonlinear systems OptimAL control Optimization Servers Time optimal control |
| Title | Discrete-Time Optimal Control via Local Policy Iteration Adaptive Dynamic Programming |
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