广东工业大学学报 ›› 2017, Vol. 34 ›› Issue (05): 10-14.doi: 10.12052/gdutxb.170081

• 综合研究 • 上一篇    下一篇

基于值迭代的自适应动态规划的收敛条件

刘毅, 章云   

  1. 广东工业大学 自动化学院, 广东 广州 510006
  • 收稿日期:2017-04-11 出版日期:2017-09-09 发布日期:2017-07-10
  • 通信作者: 章云(1963-),男,教授,主要研究方向为优化控制、非线性控制、多智能体技术等.E-mail:yun@gdut.edu.cn E-mail:yun@gdut.edu.cn
  • 作者简介:刘毅(1979-),男,博士研究生,主要研究方向为智能控制、优化控制.
  • 基金资助:
    国家自然科学基金资助项目（U1501251，51307025）；高等学校博士学科点专项科研基金资助项目（20124420130001）

Convergence Condition of Value-iteration Based Adaptive Dynamic Programming

Liu Yi, Zhang Yun   

  1. School of Automation, Guangdong University of Technology, Guangzhou 510006, China
  • Received:2017-04-11 Online:2017-09-09 Published:2017-07-10

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摘要： 研究了应用于离散时间非仿射非线性系统的基于值迭代的自适应动态规划的收敛条件，指出了迭代性能指标函数初始化为半正定函数可保证值迭代收敛到最优，并给出了证明.

关键词: 自适应动态规划, 值迭代, 收敛

Abstract: The convergence condition of value-iteration based adaptive dynamic programming which is applied to discrete time nonlinear non-affine system is studied. Convergence of value-iteration based adaptive dynamic programming is proven. The proof shows that value iteration will converge to the optimal when the initial iterative performance index function is a positive semi-definite function.

Key words: adaptive dynamic programming, value iteration, convergence

中图分类号: 

  • TP273
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