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Policy Iteration Adaptive Dynamic Programming Algorithm for Discrete-Time Nonlinear Systems

Liu, Derong, Wei, Qinglai·2014·IEEE Transactions on Neural Networks and Learning Systems

Abstract

This paper is concerned with a new discrete-time policy iteration adaptive dynamic programming (ADP) method for solving the infinite horizon optimal control problem of nonlinear systems. The idea is to use an iterative ADP technique to obtain the iterative control law, which optimizes the iterative performance index function. The main contribution of this paper is to analyze the convergence and stability properties of policy iteration method for discrete-time nonlinear systems for the first time. It shows that the iterative performance index function is nonincreasingly convergent to the optimal solution of the Hamilton-Jacobi-Bellman equation. It is also proven that any of the iterative control laws can stabilize the nonlinear systems. Neural networks are used to approximate the performance index function and compute the optimal control law, respectively, for facilitating the implementation of the iterative ADP algorithm, where the convergence of the weight matrices is analyzed. Finally, the numerical results and analysis are presented to illustrate the performance of the developed method.

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Crossref · 10.1109/tnnls.2013.2281663

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Metadata

Authors
Liu, D., & Wei, Q.
Venue
IEEE Transactions on Neural Networks and Learning Systems
Published
2014-03
Volume
25
Issue
3
Pages
621-634
ISSN
  • 2162-237X (ISSN-L)
  • 2162-2388
OpenAlex
W2048687352
Cited by
753
References
4
FWCI
42.84
Type
journal article
Language
en
Open access
closed

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