@article{9189c07bd39143bcb19cd32b7bc50d0e,
title = "Value iteration and adaptive dynamic programming for data-driven adaptive optimal control design",
abstract = "This paper presents a novel non-model-based, data-driven adaptive optimal controller design for linear continuous-time systems with completely unknown dynamics. Inspired by the stochastic approximation theory, a continuous-time version of the traditional value iteration (VI) algorithm is presented with rigorous convergence analysis. This VI method is crucial for developing new adaptive dynamic programming methods to solve the adaptive optimal control problem and the stochastic robust optimal control problem for linear continuous-time systems. Fundamentally different from existing results, the a priori knowledge of an initial admissible control policy is no longer required. The efficacy of the proposed methodology is illustrated by two examples and a brief comparative study between VI and earlier policy-iteration methods.",
keywords = "Adaptive control, Adaptive dynamic programming, Optimal control, Stochastic approximation, Value iteration",
author = "Tao Bian and Jiang, {Zhong Ping}",
note = "Funding Information: Zhong-Ping Jiang received the B.Sc. degree in Mathematics from the University of Wuhan, Wuhan, China, in 1988, the M.Sc. degree in Statistics from the Universite de Paris-sud, France, in 1989, and the Ph.D. degree in Automatic Control and Mathematics from the Ecole des Mines de Paris, France, in 1993. Currently he is a Professor of Electrical and Computer Engineering at New York University Tandon School of Engineering (formerly called Polytechnic University). His main research interests include stability theory, the theory of robust and adaptive nonlinear control, and their applications to underactuated mechanical systems, congestion control, wireless networks, multi-agent systems and systems physiology. Dr. Jiang has served as a Subject Editor for the International Journal of Robust and Nonlinear Control, and as an Associate Editor for Systems & Control Letters, IEEE Transactions on Automatic Control and European Journal of Control. Dr. Jiang is a recipient of the prestigious Queen Elizabeth II Fellowship Award from the Australian Research Council, the CAREER Award from the U.S. National Science Foundation, and the Young Investigator Award from the National Natural Science Foundation of China. He (together with coauthor Yuan Wang) received the Best Theoretic Paper Award at the 2008 World Congress on Intelligent Control and Automation, June 2008, for the paper “A Generalization of the Nonlinear Small-Gain Theorem for Large-Scale Complex Systems”. Dr. Jiang is a Fellow of the IEEE and a Fellow of IFAC. Publisher Copyright: {\textcopyright} 2016 Elsevier LtdAll rights reserved.",
year = "2016",
month = sep,
day = "1",
doi = "10.1016/j.automatica.2016.05.003",
language = "English (US)",
volume = "71",
pages = "348--360",
journal = "Automatica",
issn = "0005-1098",
publisher = "Elsevier Limited",
}