Error Bound Analysis of Q-Function for Discounted Optimal Control Problems With Policy Iteration
文献类型：期刊论文
| 作者 | Yan, Pengfei1 ; Wang, Ding1; Li, Hongliang2; Liu, Derong3
|
| 刊名 | IEEE TRANSACTIONS ON SYSTEMS MAN CYBERNETICS-SYSTEMS
 |
| 出版日期 | 2017-07-01 |
| 卷号 | 47期号:7页码:1207-1216 |
| 关键词 | Adaptive Dynamic Programming (Adp) Error Analysis Nonlinear Systems Policy Iteration Q-function |
| DOI | 10.1109/TSMC.2016.2563982 |
| 文献子类 | Article |
| 英文摘要 | In this paper, we present error bound analysis of the Q-function for the action-dependent adaptive dynamic programming for solving discounted optimal control problems of unknown discrete-time nonlinear systems. The convergence of Q-functions derived by a policy iteration algorithm under ideal conditions is given. Considering the approximated errors of the Q-function and control policy in the policy evaluation step and policy improvement step, we establish error bounds of approximate Q-functions in each iteration. With the given boundedness conditions, the approximate Q-function will converge to a finite neighborhood of the optimal Q-function. To implement the presented algorithm, two three-layer neural networks are employed to approximate the Q-function and the control policy, respectively. Finally, a simulation example is utilized to verify the validity of the presented algorithm. |
| WOS关键词 | TIME NONLINEAR-SYSTEMS ; APPROXIMATE VALUE-ITERATION ; UNKNOWN INTERNAL DYNAMICS ; ADAPTIVE OPTIMAL-CONTROL ; OPTIMAL-CONTROL DESIGN ; H-INFINITY CONTROL ; ZERO-SUM GAMES ; INPUT CONSTRAINTS ; HJB SOLUTION ; REINFORCEMENT |
| WOS研究方向 | Automation & Control Systems ; Computer Science |
| 语种 | 英语 |
| WOS记录号 | WOS:000404354600014 |
| 资助机构 | National Natural Science Foundation of China(61233001 ; Beijing Natural Science Foundation(4162065) ; Early Career Development Award of SKLMCCS ; 61273140 ; 61304086 ; 61374105 ; 61533017 ; U1501251) |
| 源URL | [http://ir.ia.ac.cn/handle/173211/15223]  |
| 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.IBM Res China, Beijing 100193, Peoples R China 3.Univ Sci & Technol Beijing, Sch Automat & Elect Engn, Beijing 100083, Peoples R China |
| 推荐引用方式 GB/T 7714 | Yan, Pengfei,Wang, Ding,Li, Hongliang,et al. Error Bound Analysis of Q-Function for Discounted Optimal Control Problems With Policy Iteration[J]. IEEE TRANSACTIONS ON SYSTEMS MAN CYBERNETICS-SYSTEMS,2017,47(7):1207-1216. |
| APA | Yan, Pengfei,Wang, Ding,Li, Hongliang,&Liu, Derong.(2017).Error Bound Analysis of Q-Function for Discounted Optimal Control Problems With Policy Iteration.IEEE TRANSACTIONS ON SYSTEMS MAN CYBERNETICS-SYSTEMS,47(7),1207-1216. |
| MLA | Yan, Pengfei,et al."Error Bound Analysis of Q-Function for Discounted Optimal Control Problems With Policy Iteration".IEEE TRANSACTIONS ON SYSTEMS MAN CYBERNETICS-SYSTEMS 47.7(2017):1207-1216. |
入库方式： OAI收割
来源：自动化研究所
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