Discrete-time local value iteration adaptive dynamic programming: Admissibility and termination analysis

Qinglai Wei, Derong Liu, Qiao Lin

Research output: Journal PublicationArticlepeer-review

41 Citations (Scopus)

Abstract

In this paper, a novel local value iteration adaptive dynamic programming (ADP) algorithm is developed to solve infinite horizon optimal control problems for discrete-time nonlinear systems. The focuses of this paper are to study admissibility properties and the termination criteria of discrete-time local value iteration ADP algorithms. In the discrete-time local value iteration ADP algorithm, the iterative value functions and the iterative control laws are both updated in a given subset of the state space in each iteration, instead of the whole state space. For the first time, admissibility properties of iterative control laws are analyzed for the local value iteration ADP algorithm. New termination criteria are established, which terminate the iterative local ADP algorithm with an admissible approximate optimal control law. Finally, simulation results are given to illustrate the performance of the developed algorithm.

Original languageEnglish
Article number7530834
Pages (from-to)2490-2502
Number of pages13
JournalIEEE Transactions on Neural Networks and Learning Systems
Volume28
Issue number11
DOIs
Publication statusPublished - Nov 2017
Externally publishedYes

Keywords

  • Adaptive critic designs
  • Adaptive dynamic programming (ADP)
  • Approximate dynamic programming
  • Local iteration
  • Neural networks
  • Neurodynamic programming
  • Nonlinear systems
  • Optimal control

ASJC Scopus subject areas

  • Software
  • Computer Science Applications
  • Computer Networks and Communications
  • Artificial Intelligence

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