Local policy iteration adaptive dynamic programming for discrete-time nonlinear systems

Abstract

Adaptive dynamic programming is a hot research topic nowadays. Therefore, the paper concerns a new local policy adaptive iterative dynamic programming (ADP) algorithm. Moreover, this algorithm is designed for the discrete-time nonlinear systems, which are used to solve problems concerning infinite horizon optimal control. The new local policy iteration ADP algorithm has the characteristics of updating the iterative control law and value function within one subset of the state space. Morevover, detailed iteration process of the local policy iteration is presented thereafter. The simulation example is listed to show the good performance of the newly developed algorithm.