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Error Bounds of Adaptive Dynamic Programming Algorithms for Solving Undiscounted Optimal Control Problems

机译:解决无折扣最优控制问题的自适应动态规划算法的误差界

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摘要

In this paper, we establish error bounds of adaptive dynamic programming algorithms for solving undiscounted infinite-horizon optimal control problems of discrete-time deterministic nonlinear systems. We consider approximation errors in the update equations of both value function and control policy. We utilize a new assumption instead of the contraction assumption in discounted optimal control problems. We establish the error bounds for approximate value iteration based on a new error condition. Furthermore, we also establish the error bounds for approximate policy iteration and approximate optimistic policy iteration algorithms. It is shown that the iterative approximate value function can converge to a finite neighborhood of the optimal value function under some conditions. To implement the developed algorithms, critic and action neural networks are used to approximate the value function and control policy, respectively. Finally, a simulation example is given to demonstrate the effectiveness of the developed algorithms.
机译:在本文中,我们建立了自适应动态规划算法的误差范围,以解决离散时间确定性非线性系统的无折扣无限水平最优控制问题。我们在值函数和控制策略的更新方程中都考虑了近似误差。在折现最优控制问题中,我们采用新的假设代替收缩假设。我们基于新的误差条件为近似值迭代建立误差界限。此外,我们还建立了近似策略迭代和近似乐观策略迭代算法的误差范围。结果表明,在某些条件下,迭代近似值函数可以收敛到最优值函数的有限邻域。为了实现所开发的算法,分别使用批判者神经网络和动作神经网络对值函数和控制策略进行近似。最后,给出了一个仿真实例来说明所开发算法的有效性。

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