New approach for nonseparable dynamic programming problems
Journal of Optimization Theory and Applications
A menu of designs for reinforcement learning over time
Neural networks for control
Adaptive critic designs: a case study for neurocontrol
Neural Networks
Neuro-Dynamic Programming
A new fuzzy identification method based on adaptive critic designs
ISNN'06 Proceedings of the Third international conference on Advances in Neural Networks - Volume Part I
Adaptive differential dynamic programming for multiobjective optimal control
Automatica (Journal of IFAC)
A self-learning call admission control scheme for CDMA cellular networks
IEEE Transactions on Neural Networks
Finite horizon optimal tracking control for a class of discrete-time nonlinear systems
ISNN'11 Proceedings of the 8th international conference on Advances in neural networks - Volume Part II
ISNN'12 Proceedings of the 9th international conference on Advances in Neural Networks - Volume Part II
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In this paper, an iterative scheme for a class of dynamic programming problem with general separable performance index has been studied. For the dynamic programming problem, the performance index function is time-varying and doesn't have the uniformed recurrent formulation. Noticing such prominent feature, adaptive dynamic programming (ADP) method is introduced. The proposed method aims to find out the efficient solution of the dynamic programming. Because of the approximation of the performance index, the optimal control can be computed forward-in-time. A proof is given to guarantee the convergence, and finally a case study shows the effectiveness of the proposed method.