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Discrete-time generalized policy iteration ADP algorithm with approximation errors | IEEE Conference Publication | IEEE Xplore

Discrete-time generalized policy iteration ADP algorithm with approximation errors


Abstract:

This paper concerns with a novel generalized policy iteration (GPI) algorithm with approximation errors. Approximation errors are explicitly considered in the GPI algorit...Show More

Abstract:

This paper concerns with a novel generalized policy iteration (GPI) algorithm with approximation errors. Approximation errors are explicitly considered in the GPI algorithm. The properties of the stable GPI algorithm with approximation errors are analyzed. The convergence of the developed algorithm is established to show that the iterative value function is convergent to a finite neighborhood of the optimal performance index function. Finally, numerical examples and comparisons are presented.
Date of Conference: 27 November 2017 - 01 December 2017
Date Added to IEEE Xplore: 08 February 2018
ISBN Information:
Conference Location: Honolulu, HI, USA

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