Robust adaptive dynamic programming for continuous-time linear stochastic systems

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

In this paper, a robust optimal control problem is investigated for continuous-time linear stochastic systems with dynamic uncertainties. A non-model based stochastic robust optimal control design methodology is employed to iteratively update the control policy online by directly using the online information. A robust adaptive dynamic programming (RADP) algorithm is developed, together with rigorous convergence and stability analysis. The effectiveness of the proposed method is also illustrated by an example of two connected inverted pendulums.

Original languageEnglish (US)
Title of host publication2014 IEEE International Symposium on Intelligent Control, ISIC 2014
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages536-541
Number of pages6
ISBN (Electronic)9781479974061
DOIs
StatePublished - Nov 25 2014
Event2014 IEEE International Symposium on Intelligent Control, ISIC 2014 - Juan Les Pins, France
Duration: Oct 8 2014Oct 10 2014

Publication series

Name2014 IEEE International Symposium on Intelligent Control, ISIC 2014

Other

Other2014 IEEE International Symposium on Intelligent Control, ISIC 2014
Country/TerritoryFrance
CityJuan Les Pins
Period10/8/1410/10/14

ASJC Scopus subject areas

  • Modeling and Simulation
  • Computer Science Applications
  • Control and Systems Engineering
  • Electrical and Electronic Engineering

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