Approximate dynamic programming with a fuzzy parameterization

  • Authors:
  • Lucian Buş/oniu;Damien Ernst;Bart De Schutter;Robert Babuš/ka

  • Affiliations:
  • Delft Center for Systems & Control, Delft University of Technology, Mekelweg 2, 2628 CD Delft, The Netherlands;FNRS/ Institut Montefiore, Univ. Liè/ge, Sart-Tilman, Bldg. B28, Parking P32, B-4000 Liè/ge, Belgium;Delft Center for Systems & Control, Delft University of Technology, Mekelweg 2, 2628 CD Delft, The Netherlands and Marine & Transport Technology, Delft University of Technology, The Netherlands;Delft Center for Systems & Control, Delft University of Technology, Mekelweg 2, 2628 CD Delft, The Netherlands

  • Venue:
  • Automatica (Journal of IFAC)
  • Year:
  • 2010

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Abstract

Dynamic programming (DP) is a powerful paradigm for general, nonlinear optimal control. Computing exact DP solutions is in general only possible when the process states and the control actions take values in a small discrete set. In practice, it is necessary to approximate the solutions. Therefore, we propose an algorithm for approximate DP that relies on a fuzzy partition of the state space, and on a discretization of the action space. This fuzzy Q-iteration algorithm works for deterministic processes, under the discounted return criterion. We prove that fuzzy Q-iteration asymptotically converges to a solution that lies within a bound of the optimal solution. A bound on the suboptimality of the solution obtained in a finite number of iterations is also derived. Under continuity assumptions on the dynamics and on the reward function, we show that fuzzy Q-iteration is consistent, i.e., that it asymptotically obtains the optimal solution as the approximation accuracy increases. These properties hold both when the parameters of the approximator are updated in a synchronous fashion, and when they are updated asynchronously. The asynchronous algorithm is proven to converge at least as fast as the synchronous one. The performance of fuzzy Q-iteration is illustrated in a two-link manipulator control problem.