Adaptive dynamic programming for discrete-time systems with infinite horizon and Ɛ -error bound in the performance cost

  • Authors:
  • Derong Liu;Ning Jin

  • Affiliations:
  • Key Laboratory of Complex Systems and Intelligence Science, Chinese Academy of Sciences, Beijing, P. R. China;Department of Electrical and Computer Engineering, University of Illinois, Chicago, IL

  • Venue:
  • IJCNN'09 Proceedings of the 2009 international joint conference on Neural Networks
  • Year:
  • 2009

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Abstract

In this paper, we present our work on infinite horizon adaptive dynamic programming problem, which is referred to as Ɛ -adaptive dynamic programming, for discrete-time systems with discount factor 0 Ɛ *, which is determined from an Ɛ -optimal cost VƐ *, is obtained to approximate the optimal controller. The Ɛ -optimal controller µƐ * can always control the state to approach the equilibrium state, while the performance cost is close to the biggest lower bound of all performance costs within an error according to E. An algorithm for finding the Ɛ -optlmal controller is developed and numerical experiments are given to illustrate the performance of the algorithm.