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Continuous-Time Stochastic Policy Iteration of Adaptive Dynamic Programming

文献类型：期刊论文

作者Wei, Qinglai4,5; Zhou, Tianmin5; Lu, Jingwei2,3,5; Liu, Yu1; Su, Shuai6; Xiao, Jun4
刊名IEEE TRANSACTIONS ON SYSTEMS MAN CYBERNETICS-SYSTEMS
出版日期2023-06-30
页码13
关键词Adaptive dynamic programming (ADP) Hamilton-Jacobi-Bellman equation (HJBE) nonlinear stochastic system stochastic policy iteration (PI)
ISSN号2168-2216
DOI10.1109/TSMC.2023.3284612
通讯作者Wei, Qinglai(qinglai.wei@ia.ac.cn) ; Xiao, Jun(xiaojun@ucas.ac.cn)
英文摘要In this article, we study the optimal control problem of continuous-time (CT) time-invariant nonlinear systems with stochastic nonlinear disturbances. A new stochastic adaptive dynamic programming (ADP) method is developed to solve the Hamilton-Jacobi-Bellman equation (HJBE). Under the conditional expectation, the value function and the control law are successively approximated simultaneously. The asymptotic stability of the closed-loop stochastic system in probability is analyzed by the stochastic Lyapunov direct method, and the convergence of the developed ADP method is given. Finally, four simulations illustrate the effectiveness of the developed method.
WOS关键词SYSTEMS ; STABILIZATION ; FEEDBACK
资助项目National Key Research and Development Program of China[2021YFE0206100] ; Science and Technology Development Fund of the Macao Special Administrative Region[FDCT-22-009-MISE] ; National Natural Science Foundation of China[62073321] ; National Natural Science Foundation of China[U22A2046] ; National Natural Science Foundation of China[52172322] ; State Key Laboratory of Rail Traffic Control and Safety, Beijing Jiaotong University[RCS2021K005]
WOS研究方向Automation & Control Systems ; Computer Science
语种英语
WOS记录号WOS:001025540300001
出版者IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
资助机构National Key Research and Development Program of China ; Science and Technology Development Fund of the Macao Special Administrative Region ; National Natural Science Foundation of China ; State Key Laboratory of Rail Traffic Control and Safety, Beijing Jiaotong University
源URL[http://ir.ia.ac.cn/handle/173211/53618]  
专题多模态人工智能系统全国重点实验室
通讯作者Wei, Qinglai; Xiao, Jun
作者单位1.Chinese Acad Sci, Inst Automat, Beijing 100190, Peoples R China
2.Qingdao Acad Intelligent Ind, Parallel Intelligence Innovat Res Ctr, Qingdao 266109, Peoples R China
3.Macau Univ Sci & Technol, Inst Syst Engn, Taipa, Macau, Peoples R China
4.Univ Chinese Acad Sci, Sch Artificial Intelligence, Beijing 100049, Peoples R China
5.Chinese Acad Sci, Inst Automat, State Key Lab Multimodal Artificial Intelligence S, Beijing 100190, Peoples R China
6.Beijing Jiaotong Univ, State Key Lab Rail Traff Control & Safety, Beijing 100044, Peoples R China
推荐引用方式
GB/T 7714		 Wei, Qinglai,Zhou, Tianmin,Lu, Jingwei,et al. Continuous-Time Stochastic Policy Iteration of Adaptive Dynamic Programming[J]. IEEE TRANSACTIONS ON SYSTEMS MAN CYBERNETICS-SYSTEMS,2023:13.
APA Wei, Qinglai,Zhou, Tianmin,Lu, Jingwei,Liu, Yu,Su, Shuai,&Xiao, Jun.(2023).Continuous-Time Stochastic Policy Iteration of Adaptive Dynamic Programming.IEEE TRANSACTIONS ON SYSTEMS MAN CYBERNETICS-SYSTEMS,13.
MLA Wei, Qinglai,et al."Continuous-Time Stochastic Policy Iteration of Adaptive Dynamic Programming".IEEE TRANSACTIONS ON SYSTEMS MAN CYBERNETICS-SYSTEMS (2023):13.

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来源：自动化研究所

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