Discounted Iterative Adaptive Critic Designs With Novel Stability Analysis for Tracking Control

The core task of tracking control is to make the controlled plant track a desired trajectory.The traditional performance index used in previous studies cannot eliminate completely the tracking error as the number of time steps increases.In this paper,a new cost function is introduced to develop the value-iteration-based adaptive critic framework to solve the tracking control problem.Unlike the regulator problem,the iterative value function of tracking control problem cannot be regarded as a Lyapunov function.A novel stability analysis method is developed to guarantee that the tracking error converges to zero.The discounted iterative scheme under the new cost function for the special case of linear systems is elaborated.Finally,the tracking performance of the present scheme is demonstrated by numerical results and compared with those of the traditional approaches.

Policy Iteration for Optimal Control of Discrete-Time Time-Varying Nonlinear Systems

Aimed at infinite horizon optimal control problems of discrete time-varying nonlinear systems,in this paper,a new iterative adaptive dynamic programming algorithm,which is the discrete-time time-varying policy iteration(DTTV)algorithm,is developed.The iterative control law is designed to update the iterative value function which approximates the index function of optimal performance.The admissibility of the iterative control law is analyzed.The results show that the iterative value function is non-increasingly convergent to the Bellman-equation optimal solution.To implement the algorithm,neural networks are employed and a new implementation structure is established,which avoids solving the generalized Bellman equation in each iteration.Finally,the optimal control laws for torsional pendulum and inverted pendulum systems are obtained by using the DTTV policy iteration algorithm,where the mass and pendulum bar length are permitted to be time-varying parameters.The effectiveness of the developed method is illustrated by numerical results and comparisons.

Optimal Constrained Self-learning Battery Sequential Management in Microgrid Via Adaptive Dynamic Programming

This paper concerns a novel optimal self-learning battery sequential control scheme for smart home energy systems.The main idea is to use the adaptive dynamic programming(ADP) technique to obtain the optimal battery sequential control iteratively. First, the battery energy management system model is established, where the power efficiency of the battery is considered. Next, considering the power constraints of the battery, a new non-quadratic form performance index function is established, which guarantees that the value of the iterative control law cannot exceed the maximum charging/discharging power of the battery to extend the service life of the battery.Then, the convergence properties of the iterative ADP algorithm are analyzed, which guarantees that the iterative value function and the iterative control law both reach the optimums. Finally,simulation and comparison results are given to illustrate the performance of the presented method.

Optimal Neuro-Control Strategy for Nonlinear Systems With Asymmetric Input Constraints

In this paper,we present an optimal neuro-control scheme for continuous-time(CT)nonlinear systems with asymmetric input constraints.Initially,we introduce a discounted cost function for the CT nonlinear systems in order to handle the asymmetric input constraints.Then,we develop a Hamilton-Jacobi-Bellman equation(HJBE),which arises in the discounted cost optimal control problem.To obtain the optimal neurocontroller,we utilize a critic neural network(CNN)to solve the HJBE under the framework of reinforcement learning.The CNN's weight vector is tuned via the gradient descent approach.Based on the Lyapunov method,we prove that uniform ultimate boundedness of the CNN's weight vector and the closed-loop system is guaranteed.Finally,we verify the effectiveness of the present optimal neuro-control strategy through performing simulations of two examples.

Policy iteration optimal tracking control for chaotic systems by using an adaptive dynamic programming approach

A policy iteration algorithm of adaptive dynamic programming（ADP） is developed to solve the optimal tracking control for a class of discrete-time chaotic systems. By system transformations, the optimal tracking problem is transformed into an optimal regulation one. The policy iteration algorithm for discrete-time chaotic systems is first described. Then,the convergence and admissibility properties of the developed policy iteration algorithm are presented, which show that the transformed chaotic system can be stabilized under an arbitrary iterative control law and the iterative performance index function simultaneously converges to the optimum. By implementing the policy iteration algorithm via neural networks,the developed optimal tracking control scheme for chaotic systems is verified by a simulation.

A new approach of optimal control for a class of continuous-time chaotic systems by an online ADP algorithm

We develop an online adaptive dynamic programming （ADP） based optimal control scheme for continuous-time chaotic systems. The idea is to use the ADP algorithm to obtain the optimal control input that makes the performance index function reach an optimum. The expression of the performance index function for the chaotic system is first presented. The online ADP algorithm is presented to achieve optimal control. In the ADP structure, neural networks are used to construct a critic network and an action network, which can obtain an approximate performance index function and the control input, respectively. It is proven that the critic parameter error dynamics and the closed-loop chaotic systems are uniformly ultimately bounded exponentially. Our simulation results illustrate the performance of the established optimal control method.

State of the Art of Adaptive Dynamic Programming and Reinforcement Learning

This article introduces the state-of-the-art development of adaptive dynamic programming and reinforcement learning(ADPRL).First,algorithms in reinforcement learning(RL)are introduced and their roots in dynamic programming are illustrated.Adaptive dynamic programming(ADP)is then introduced following a brief discussion of dynamic programming.Researchers in ADP and RL have enjoyed the fast developments of the past decade from algorithms,to convergence and optimality analyses,and to stability results.Several key steps in the recent theoretical developments of ADPRL are mentioned with some future perspectives.In particular,convergence and optimality results of value iteration and policy iteration are reviewed,followed by an introduction to the most recent results on stability analysis of value iteration algorithms.