基于值迭代的自适应动态规划的收敛条件

刘毅; 章云

doi:10.12052/gdutxb.170081

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基于值迭代的自适应动态规划的收敛条件

综合研究 | 更新时间：2026-05-27

- 基于值迭代的自适应动态规划的收敛条件
- Convergence Condition of Value-iteration Based Adaptive Dynamic Programming
- 广东工业大学学报 2017年34卷第5期页码：10-14
- 作者机构：
- 作者简介：
  
  刘毅(1979-),男,博士研究生,主要研究方向为智能控制、优化控制.
  章云(1963-),男,教授,主要研究方向为优化控制、非线性控制、多智能体技术等.E-mail:yun@gdut.edu.cn
- 基金信息：
  
  国家自然科学基金资助项目（U1501251，51307025）;高等学校博士学科点专项科研基金资助项目（20124420130001）
- DOI：10.12052/gdutxb.170081
  中图分类号： TP273
- 网络首发：2017-09-09，
  
  纸质出版：2017
- 稿件说明：
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刘毅, 章云. 基于值迭代的自适应动态规划的收敛条件[J]. 广东工业大学学报, 2017, 34(5): 10-14.

Liu Yi, Zhang Yun. Convergence Condition of Value-iteration Based Adaptive Dynamic Programming[J]. 2017, 34(5): 10-14.
刘毅, 章云. 基于值迭代的自适应动态规划的收敛条件[J]. 广东工业大学学报, 2017, 34(5): 10-14. DOI： 10.12052/gdutxb.170081.

Liu Yi, Zhang Yun. Convergence Condition of Value-iteration Based Adaptive Dynamic Programming[J]. 2017, 34(5): 10-14. DOI： 10.12052/gdutxb.170081.

摘要

研究了应用于离散时间非仿射非线性系统的基于值迭代的自适应动态规划的收敛条件，指出了迭代性能指标函数初始化为半正定函数可保证值迭代收敛到最优，并给出了证明.

Abstract

The convergence condition of value-iteration based adaptive dynamic programming which is applied to discrete time nonlinear non-affine system is studied. Convergence of value-iteration based adaptive dynamic programming is proven. The proof shows that value iteration will converge to the optimal when the initial iterative performance index function is a positive semi-definite function.

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references

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