Abstract: If the initial iterative performance index function is a positive semi-definite function, then the value iteration of adaptive dynamic programming will converge to the optimal. This is the convergence condition of value-iteration based adaptive dynamic programming. Based on the condition, the initializing and updating methods for iterative performance index function is studied and a cooperative optimization algorithm based on adaptive dynamic programming is proposed. The simulation results show that the proposed algorithm can rapidly reduce the iteration residuals and greatly improve the convergence rate of adaptive dynamic programming.

Key words: adaptive dynamic programming, value iteration, cooperative optimization