2016
DOI: 10.1016/j.automatica.2016.05.003
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Value iteration and adaptive dynamic programming for data-driven adaptive optimal control design

Abstract: a b s t r a c tThis paper presents a novel non-model-based, data-driven adaptive optimal controller design for linear continuous-time systems with completely unknown dynamics. Inspired by the stochastic approximation theory, a continuous-time version of the traditional value iteration (VI) algorithm is presented with rigorous convergence analysis. This VI method is crucial for developing new adaptive dynamic programming methods to solve the adaptive optimal control problem and the stochastic robust optimal con… Show more

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Cited by 213 publications
(84 citation statements)
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“…This inequality takes a similar form as (21), and it follows from the proof of Proposition 1 that A − B  T P 0 ( 0 ) + 1 2 I 6 is Hurwitz. Thus, the theorem is proven, and it remains to prove (29).…”
Section: Design Of the Initial Stabilizing Gainmentioning
confidence: 68%
“…This inequality takes a similar form as (21), and it follows from the proof of Proposition 1 that A − B  T P 0 ( 0 ) + 1 2 I 6 is Hurwitz. Thus, the theorem is proven, and it remains to prove (29).…”
Section: Design Of the Initial Stabilizing Gainmentioning
confidence: 68%
“…and it is always possible to satisfy (22). For a more general result, please see theorem 4.4.14 in the work of Horn and Johnson.…”
Section: Hence One Hasmentioning
confidence: 99%
“…One has the conventional centralized optimization as well as more recent distributed approaches aiming at flexibility, reconfigurability, and robustness. The optimal control of a single dynamic system, also called a single‐player game , is the simplest dynamic optimization problem. However, this approach is usually found lacking in robustness to external disturbances acting on the system and possibly subsystem failures.…”
Section: Introductionmentioning
confidence: 99%
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