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Article
Hamiltonian-Driven Adaptive Dynamic Programming with Efficient Experience Replay
IEEE Transactions on Neural Networks and Learning Systems
  • Yongliang Yang
  • Yongping Pan
  • Cheng Zhong Xu
  • Donald C. Wunsch, Missouri University of Science and Technology
Abstract

This article presents a novel efficient experience-replay-based adaptive dynamic programming (ADP) for the optimal control problem of a class of nonlinear dynamical systems within the Hamiltonian-driven framework. The quasi-Hamiltonian is presented for the policy evaluation problem with an admissible policy. With the quasi-Hamiltonian, a novel composite critic learning mechanism is developed to combine the instantaneous data with the historical data. In addition, the pseudo-Hamiltonian is defined to deal with the performance optimization problem. Based on the pseudo-Hamiltonian, the conventional Hamilton–Jacobi–Bellman (HJB) equation can be represented in a filtered form, which can be implemented online. Theoretical analysis is investigated in terms of the convergence of the adaptive critic design and the stability of the closed-loop systems, where parameter convergence can be achieved under a weakened excitation condition. Simulation studies are investigated to verify the efficacy of the presented design scheme.

Department(s)
Electrical and Computer Engineering
Keywords and Phrases
  • Convergence,
  • Dynamic programming,
  • Hamiltonian-driven adaptive dynamic programming (ADP),
  • Hamilton–Jacobi–Bellman (HJB) equation,
  • Iterative algorithms,
  • Learning systems,
  • Mathematical models,
  • Optimal control,
  • Optimization,
  • pseudo-Hamiltonian,
  • quasi-Hamiltonian,
  • relaxed excitation condition
Document Type
Article - Journal
Document Version
Final Version
File Type
text
Language(s)
English
Rights
© 2023 Institute of Electrical and Electronics Engineers, All rights reserved.
Publication Date
1-1-2022
Publication Date
01 Jan 2022
Citation Information
Yongliang Yang, Yongping Pan, Cheng Zhong Xu and Donald C. Wunsch. "Hamiltonian-Driven Adaptive Dynamic Programming with Efficient Experience Replay" IEEE Transactions on Neural Networks and Learning Systems (2022) ISSN: 2162-2388; 2162-237X
Available at: http://works.bepress.com/donald-wunsch/459/