Multi-objective optimal control for a class of nonlinear time-delay systems via adaptive dynamic programming

A novel multi-objective adaptive dynamic programming (ADP) method is constructed to obtain the optimal controller of a class of nonlinear time-delay systems in this paper. Using the weighted sum technology, the original multi-objective optimal control problem is transformed to the single one. An ADP method is established for nonlinear time-delay systems to solve the optimal control problem. To demonstrate that the presented iterative performance index function sequence is convergent and the closed-loop system is asymptotically stable, the convergence analysis is also given. The neural networks are used to get the approximative control policy and the approximative performance index function, respectively. Two simulation examples are presented to illustrate the performance of the presented optimal control method.