论文标题
基于自适应动态编程的算法，用于无限 - 摩恩线性二次随机最佳控制问题
Adaptive dynamic programming-based algorithm for infinite-horizon linear quadratic stochastic optimal control problems
论文作者
论文摘要
本文研究了一类连续的时间随机系统的无限 - 摩托线线性二次随机（LQS）最佳控制问题。通过采用自适应动态编程技术（ADP），我们提出了一种新颖的无模型政策迭代（PI）算法。在不需要系统系数矩阵的所有信息的情况下，提出的PI算法通过使用固定时间间隔收集的输入和系统状态的数据来迭代。最后，提出了一个数值示例，以证明所获得的算法的可行性。
This paper investigates an infinite-horizon linear quadratic stochastic (LQS) optimal control problem for a class of continuous-time stochastic systems. By employing the technique of adaptive dynamic programming (ADP), we propose a novel model-free policy iteration (PI) algorithm. Without needing all information of the system coefficient matrices, the proposed PI algorithm iterates by using the data of the input and system state collected on a fixed time interval. Finally, a numerical example is presented to demonstrate the feasibility of the obtained algorithm.
