Neural-network-based stochastic linear quadratic optimal tracking control scheme for unknown discrete-time systems using adaptive dynamic programming

DOI10.1007/S11768-021-00046-YMaRDI QIDQ2138901zbMATH OpenOpenAlexFDO

Authors Xin Chen, Fang Wang

Publication date 17 May 2022

Published in Control Theory and Technology (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11768-021-00046-y

zbMATH Keywords

adaptive dynamic programmingneural networksoptimal tracking controlstochastic system

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Linear-quadratic optimal control problems (49N10) Adaptive control/observation systems (93C40) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)

Cites work

• A novel actor-critic-identifier architecture for approximate optimal control of uncertain nonlinear systems
• Adaptive Dynamic Programming for Stochastic Systems With State and Control Dependent Noise
• Approximate dynamic programming-based approaches for input--output data-driven control of nonlinear processes
• scientific article; zbMATH DE number 3992265 (Why is no real title available?)
• Indefinite Stochastic Linear Quadratic Control and Generalized Differential Riccati Equation
• Linear matrix inequalities, Riccati equations, and indefinite stochastic linear quadratic controls
• Multivariable adaptive control: a survey
• Nonlinear inversion-based output tracking
• Optimal control
• Reinforcement \(Q\)-learning for optimal tracking control of linear discrete-time systems with unknown dynamics
• Robust tracking in nonlinear systems
• Stochastic linear quadratic optimal control with constraint for discrete-time systems
• Stochastic linear-quadratic control via semidefinite programming

Cited in

(2)

• Data-driven policy iteration algorithm for continuous-time stochastic linear-quadratic optimal control problems
• Adaptive dynamic programming infinite-horizon optimal tracking control for stochastic linear discrete-time systems

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