Online actor-critic algorithm to solve the continuous-time infinite horizon optimal control problem

@article{Vamvoudakis2010OnlineAA,
  title={Online actor-critic algorithm to solve the continuous-time infinite horizon optimal control problem},
  author={Kyriakos G. Vamvoudakis and Frank L. Lewis},
  journal={Automatica},
  year={2010},
  volume={46},
  pages={878-888}
}
In this paper we discuss an online algorithm based on policy iteration for learning the continuous-time (CT) optimal control solution with infinite horizon cost for nonlinear systems with known dynamics. That is, the algorithm learns online in real-time the solution to the optimal control design HJ equation. This method finds in real-time suitable approximations of both the optimal cost and the optimal control policy, while also guaranteeing closed-loop stability. We present an online adaptive… CONTINUE READING

Citations

Publications citing this paper.
SHOWING 1-10 OF 36 CITATIONS

Policy iteration for optimal switching with continuous-time dynamics

  • 2016 International Joint Conference on Neural Networks (IJCNN)
  • 2016
VIEW 10 EXCERPTS
CITES METHODS & BACKGROUND
HIGHLY INFLUENCED

Online optimal control for VTOL aircraft system based on DHP algorithm

  • Proceedings of the 33rd Chinese Control Conference
  • 2014
VIEW 2 EXCERPTS
CITES BACKGROUND
HIGHLY INFLUENCED

An online single-network adaptive algorithm for continuous-time nonlinear optimal control

  • 2013 13th International Conference on Control, Automation and Systems (ICCAS 2013)
  • 2013
VIEW 10 EXCERPTS
CITES METHODS & BACKGROUND
HIGHLY INFLUENCED

Deep Reinforcement Learning Based Finite-Horizon Optimal Control for a Discrete-Time Affine Nonlinear System

  • 2018 57th Annual Conference of the Society of Instrument and Control Engineers of Japan (SICE)
  • 2018
VIEW 1 EXCERPT
CITES RESULTS