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Hamiltonian-Driven Adaptive Dynamic Programming Based on Extreme Learning Machine

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Part of the book series: Lecture Notes in Computer Science ((LNTCS,volume 10261))

Abstract

In this paper, a novel frame work of reinforcement learning for continuous time dynamical system is presented based on the Hamiltonian functional and extreme learning machine. The idea of solution search in the optimization is introduced to find the optimal control policy in the optimal control problem. The optimal control search consists of three steps: evaluation, comparison and improvement of arbitrary admissible policy. The Hamiltonian functional plays an important role in the above framework, under which only one critic is required in the adaptive critic structure. The critic network is implemented by the extreme learning machine. Finally, simulation study is conducted to verify the effectiveness of the presented algorithm.

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Acknowledgments

This work was supported in part by the Mary K. Finley Missouri Endowment, the Missouri S&T Intelligent Systems Center, the National Science Foundation, the National Natural Science Foundation of China (NSFC Grant No. 61333002) and the China Scholarship Council (CSC No. 201406460057).

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Correspondence to Yongliang Yang .

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Yang, Y., Wunsch, D., Guo, Z., Yin, Y. (2017). Hamiltonian-Driven Adaptive Dynamic Programming Based on Extreme Learning Machine. In: Cong, F., Leung, A., Wei, Q. (eds) Advances in Neural Networks - ISNN 2017. ISNN 2017. Lecture Notes in Computer Science(), vol 10261. Springer, Cham. https://doi.org/10.1007/978-3-319-59072-1_24

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  • DOI: https://doi.org/10.1007/978-3-319-59072-1_24

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  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-319-59071-4

  • Online ISBN: 978-3-319-59072-1

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