Adaptive Dynamic Programming: An Introduction. Wang, F. Y., Zhang, H., & Liu, D. IEEE Computational Intelligence Magazine, 4(2):39–47, May, 2009. doi abstract bibtex In this article, we introduce some recent research trends within the field of adaptive/approximate dynamic programming (ADP), including the variations on the structure of ADP schemes, the development of ADP algorithms and applications of ADP schemes. For ADP algorithms, the point of focus is that iterative algorithms of ADP can be sorted into two classes: one class is the iterative algorithm with initial stable policy; the other is the one without the requirement of initial stable policy. It is generally believed that the latter one has less computation at the cost of missing the guarantee of system stability during iteration process. In addition, many recent papers have provided convergence analysis associated with the algorithms developed. Furthermore, we point out some topics for future studies.
@article{wangAdaptiveDynamicProgramming2009,
title = {Adaptive {Dynamic} {Programming}: {An} {Introduction}},
volume = {4},
issn = {1556-603X},
shorttitle = {Adaptive {Dynamic} {Programming}},
doi = {10.1109/MCI.2009.932261},
abstract = {In this article, we introduce some recent research trends within the field of adaptive/approximate dynamic programming (ADP), including the variations on the structure of ADP schemes, the development of ADP algorithms and applications of ADP schemes. For ADP algorithms, the point of focus is that iterative algorithms of ADP can be sorted into two classes: one class is the iterative algorithm with initial stable policy; the other is the one without the requirement of initial stable policy. It is generally believed that the latter one has less computation at the cost of missing the guarantee of system stability during iteration process. In addition, many recent papers have provided convergence analysis associated with the algorithms developed. Furthermore, we point out some topics for future studies.},
number = {2},
journal = {IEEE Computational Intelligence Magazine},
author = {Wang, F. Y. and Zhang, H. and Liu, D.},
month = may,
year = {2009},
keywords = {Computational efficiency, Control systems, Cost function, Iterative algorithms, Optimal control, Time varying systems, adaptive dynamic programming, approximate dynamic programming, convergence analysis, convergence of numerical methods, dynamic programming, iterative methods, nonlinear control systems, nonlinear systems, stability, system stability},
pages = {39--47},
}
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