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

Content Provider	IEEE Xplore Digital Library
Author	Derong Liu Qinglai Wei
Copyright Year	2012
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.
Page Count	14
File Size	2698934
Starting Page	621
Ending Page	634
File Format	PDF
ISSN	2162237X
Volume Number	25
Issue Number	3
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2014-01-01
Publisher Place	U.S.A.
Access Restriction	One Nation One Subscription (ONOS)
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	reinforcement learning Adaptive critic designs adaptive dynamic programming (ADP) approximate dynamic programming discrete-time policy iteration neural networks neurodynamic programming nonlinear systems optimal control
Content Type	Text
Resource Type	Article
Subject	Artificial Intelligence Computer Networks and Communications Computer Science Applications Software

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