| 自适应动态规划综述 |
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| 引用本文： | 张化光,张欣,罗艳红,杨珺.自适应动态规划综述[J].自动化学报,2013,39(4):303-311. |
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| 作者姓名： | 张化光 张欣 罗艳红 杨珺 |
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| 作者单位： | 1.东北大学信息科学与工程学院 沈阳 110819;;;2.东北大学流程工业综合自动化国家重点 实验室 沈阳 110819;;;3.中国石油大学(华东)信息与控制工程学院 青岛 266580 |
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| 摘 要： | 自适应动态规划(Adaptive dynamic programming, ADP)是最优控制领域新兴起的一种近似最优方法, 是当前国际最优化领域的研究热点. ADP方法 利用函数近似结构来近似哈密顿--雅可比--贝尔曼(Hamilton-Jacobi-Bellman, HJB)方程的解, 采用离线迭代或者在线更新的方法, 来获得系统的近似最优控制策略, 从而能够有效地解决非线性系统的优化控制问题. 本文按照ADP的结构变化、算法的发展和应用三个方面介绍ADP方法. 对目前ADP方法的研究成果加以总结, 并对这 一研究领域仍需解决的问题和未来的发展方向作了进一步的展望.
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| 关 键 词： | 自适应动态规划 神经网络 非线性系统 稳定性 |
| 收稿时间： | 2012-07-19 |
| 修稿时间： | 2012-10-29 |
An Overview of Research on Adaptive Dynamic Programming |
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| ZHANG Hua-Guang,ZHANG Xin,LUO Yan-Hong,YANG Jun.An Overview of Research on Adaptive Dynamic Programming[J].Acta Automatica Sinica,2013,39(4):303-311. |
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| Authors: | ZHANG Hua-Guang ZHANG Xin LUO Yan-Hong YANG Jun |
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| Affiliation: | 1. School of Information Science and Engineering, Northeastern University, Shenyang 110819;;;2. State Key Laboratory of Synthetical Automation for Process Industries, Northeastern University, Shenyang 110819;;;3. College of Information and Control Engineering, China University of Petroleum, Qingdao 266580 |
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| Abstract: | Adaptive dynamic programming (ADP) is a novel approximate optimal control scheme, which has recently become a hot topic in the field of optimal control. As a standard approach in the field of ADP, a function approximation structure is used to approximate the solution of Hamilton-Jacobi-Bellman (HJB) equation. The approximate optimal control policy is obtained by using the offline iteration algorithm or the online update algorithm. This paper gives a review of ADP in the order of the variation on the structure of ADP scheme, the development of ADP algorithms and applications of ADP scheme, aiming to bring the reader into this novel field of optimization technology. Furthermore, the future studies are pointed out. |
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| Keywords: | Adaptive dynamic programming (ADP) neural networks (NNs) nonlinear systems stability |
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