Adaptive Dynamic Programming: An Introduction

@article{Wang2009AdaptiveDP,
  title={Adaptive Dynamic Programming: An Introduction},
  author={Fei-Yue Wang and Huaguang Zhang and Derong Liu},
  journal={IEEE Computational Intelligence Magazine},
  year={2009},
  volume={4}
}
In this article, we introduce some recent research trends within the field of adaptive/approximate dynamic programming (ADP), including the variations on the structure of ADP schemes, the development of ADP algorithms and applications of ADP schemes. For ADP algorithms, the point of focus is that iterative algorithms of ADP can be sorted into two classes: one class is the iterative algorithm with initial stable policy; the other is the one without the requirement of initial stable policy. It is… CONTINUE READING
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