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Discrete-Time Local Value Iteration Adaptive Dynamic Programming: Convergence Analysis

文献类型：期刊论文

作者Wei, Qinglai1; Lewis, Frank L.2,3; Liu, Derong4; Song, Ruizhuo4; Lin, Hanquan1
刊名IEEE TRANSACTIONS ON SYSTEMS MAN CYBERNETICS-SYSTEMS
出版日期2018-06-01
卷号48期号:6页码:875-891
关键词Adaptive Critic Designs Adaptive Dynamic Programming (Adp) Approximate Dynamic Programming Local Iteration Neural Networks Neuro-dynamic Programming Nonlinear Systems Optimal Control
DOI10.1109/TSMC.2016.2623766
文献子类Article
英文摘要In this paper, convergence properties are established for the newly developed discrete-time local value iteration adaptive dynamic programming (ADP) algorithm. The present local iterative ADP algorithm permits an arbitrary positive semidefinite function to initialize the algorithm. Employing a state-dependent learning rate function, for the first time, the iterative value function and iterative control law can be updated in a subset of the state space instead of the whole state space, which effectively relaxes the computational burden. A new analysis method for the convergence property is developed to prove that the iterative value functions will converge to the optimum under some mild constraints. Monotonicity of the local value iteration ADP algorithm is presented, which shows that under some special conditions of the initial value function and the learning rate function, the iterative value function can monotonically converge to the optimum. Finally, three simulation examples and comparisons are given to illustrate the performance of the developed algorithm.
WOS关键词OPTIMAL TRACKING CONTROL ; OPTIMAL-CONTROL DESIGN ; NONLINEAR-SYSTEMS ; POLICY ITERATION ; CONTROL SCHEME ; FEEDBACK-CONTROL ; LEARNING CONTROL ; ALGORITHM ; REINFORCEMENT ; GAMES
WOS研究方向Automation & Control Systems ; Computer Science
语种英语
WOS记录号WOS:000432401600005
资助机构National Natural Science Foundation of China(61233001 ; Fundamental Research Funds for the Central Universities(FRF-TP-15-056A3) ; Open Research Project from SKLMCCS(20150104) ; 61273140 ; 61374105 ; 61503379 ; 61304079 ; 61673054 ; 61533017 ; U1501251)
源URL[http://ir.ia.ac.cn/handle/173211/13632]  
专题自动化研究所_复杂系统管理与控制国家重点实验室_智能化团队
作者单位1.Chinese Acad Sci, Inst Automat, State Key Lab Management & Control Complex Syst, Beijing 100190, Peoples R China
2.Univ Texas Arlington, UTA Res Inst, Arlington, TX 76118 USA
3.Northeastern Univ, Shenyang 110036, Liaoning, Peoples R China
4.Univ Sci & Technol Beijing, Sch Automat & Elect Engn, Beijing 100083, Peoples R China
推荐引用方式
GB/T 7714		 Wei, Qinglai,Lewis, Frank L.,Liu, Derong,et al. Discrete-Time Local Value Iteration Adaptive Dynamic Programming: Convergence Analysis[J]. IEEE TRANSACTIONS ON SYSTEMS MAN CYBERNETICS-SYSTEMS,2018,48(6):875-891.
APA Wei, Qinglai,Lewis, Frank L.,Liu, Derong,Song, Ruizhuo,&Lin, Hanquan.(2018).Discrete-Time Local Value Iteration Adaptive Dynamic Programming: Convergence Analysis.IEEE TRANSACTIONS ON SYSTEMS MAN CYBERNETICS-SYSTEMS,48(6),875-891.
MLA Wei, Qinglai,et al."Discrete-Time Local Value Iteration Adaptive Dynamic Programming: Convergence Analysis".IEEE TRANSACTIONS ON SYSTEMS MAN CYBERNETICS-SYSTEMS 48.6(2018):875-891.

入库方式： OAI收割

来源：自动化研究所

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