Adaptive Dynamic Programming for a Class of Nonlinear Control Systems with General Separable Performance Index

  • Authors:
  • Qinglai Wei;Derong Liu;Huaguang Zhang

  • Affiliations:
  • School of Information Science and Engineering, Northeastern University, Shenyang, China;Department of Electrical and Computer Engineering, University of Illinois at Chicago, Chicago, USA;School of Information Science and Engineering, Northeastern University, Shenyang, China

  • Venue:
  • ISNN '08 Proceedings of the 5th international symposium on Neural Networks: Advances in Neural Networks, Part II
  • Year:
  • 2008

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Abstract

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.