Adaptive dynamic programming for discrete-time systems with infinite horizon and ∈-error bound in the performance cost
Derong Liu, Ning Jin · 2009
In this paper, we present our work on infinite horizon adaptive dynamic programming problem, which is referred to as isin-adaptive dynamic programming, for discrete-time systems with discount factor 0isin*, which is determined from an isin-optimal cost Visin*, is obtained to approximate the optimal controller. The isin-optimal controller muisin*can always control the state to approach the equilibrium state, while the performance cost is close to the biggest lower bound of all performance costs within an error according to isin. An algorithm for finding the isin-optimal controller is developed and numerical experiments are given to illustrate the performance of the algorithm.