A new discrete-time iterative adaptive dynamic programming algorithm based on Q-learning

Abstract

In this paper, a novel Q-learning based policy iteration adaptive dynamic programming (ADP) algorithm is developed to solve the optimal control problems for discrete-time nonlinear systems. The idea is to use a policy iteration ADP technique to construct the iterative control law which stabilizes the system and simultaneously minimizes the iterative Q function. Convergence property is analyzed to show that the iterative Q function is monotonically non-increasing and converges to the solution of the optimality equation. Finally, simulation results are presented to show the performance of the developed algorithm.