Error bounds of adaptive dynamic programming algorithms for solving undiscounted optimal control problems

IEEE Trans Neural Netw Learn Syst. 2015 Jun;26(6):1323-34. doi: 10.1109/TNNLS.2015.2402203. Epub 2015 Mar 3.

Abstract

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.

Publication types

  • Research Support, Non-U.S. Gov't

MeSH terms

  • Algorithms*
  • Artificial Intelligence*
  • Computer Simulation*
  • Neural Networks, Computer*
  • Nonlinear Dynamics*
  • Problem Solving
  • Time Factors