Abstract

This chapter is concerned with discrete-time policy iteration adaptive dynamic programming (ADP) methods for solving theInfinite horizon optimal control infinite horizon optimal control problem of nonlinear systems. The idea is to use a policy iteration ADP technique to obtain the iterative control laws which minimize the iterative value functions. The main contribution of this chapter is to analyze the convergence and stability properties of policy iteration method for discrete-time nonlinear systems. It shows that the iterative value function is nonincreasingly convergent to the optimal solution of the Bellman equation. It is also proven that any of the iterative control laws can stabilize the nonlinear system. Neural networks are used to approximate the iterative value functions and compute the iterative control laws, respectively, for facilitating the implementation of the iterative ADP algorithm, where the convergence of the weight matrices is analyzed. Finally, numerical results and analysis are presented to illustrate the performance of the present method.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.