Dimension reduction based adaptive dynamic programming for optimal control of discrete-time nonlinear control-affine systems

Abstract

Dynamic programming based methods have been widely used in solving discrete-time nonlinear constrained optimal control problems. However, applying these methods in real-time is challenging because a large amount of memory is needed and the associated computational cost is high. Here, a search space dimension reduction strategy is proposed for a class of nonlinear discrete-time systems that are control-affine and invertible. Specifically, a bio-inspired motion rule is combined with inverse dynamics to reduce the value iteration search space to one dimension. The corresponding suboptimal control algorithm is developed and its optimality is analysed. An adaptation rule is developed to estimate uncertainties and improve the base policy. The closed-loop system is proven to be asymptotically stable. The advantages of the algorithm including much smaller computational cost and significantly reduced memory usage are demonstrated with two simulation examples.