Discrete-Time Optimal Control via Local Policy Iteration Adaptive Dynamic Programming

• Published in: IEEE transactions on cybernetics Vol. 47; no. 10; pp. 3367 - 3379
• Main Authors: Wei, Qinglai, Liu, Derong, Lin, Qiao, Song, Ruizhuo
• Format: Journal Article
• Language: English
• Published: United States IEEE 01.10.2017; The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
• Subjects: 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

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...