TY - GEN
T1 - On integral value iteration for continuous-time linear systems
AU - Lee, Jae Young
AU - Park, Jin Bae
AU - Choi, Yoon Ho
PY - 2013
Y1 - 2013
N2 - This paper investigates the properties of integral value iteration (I-VI) which is one of the reinforcement learning (RL) technique for solving online the continuous-time (CT) optimal control problems without using the system drift dynamics. The target I-VI is the one applied to CT linear quadratic regulation problems. As a result, two modes of global monotone convergence of I-VI are presented. One behaves like policy iteration (PI) (PI-mode of convergence) and the other is named VI-mode of convergence. All of the other properties - positive definiteness, stability, and relation between I-VI and integral PI - are presented within these two frameworks. Finally, numerical simulations are carried out to verify and further investigate these properties.
AB - This paper investigates the properties of integral value iteration (I-VI) which is one of the reinforcement learning (RL) technique for solving online the continuous-time (CT) optimal control problems without using the system drift dynamics. The target I-VI is the one applied to CT linear quadratic regulation problems. As a result, two modes of global monotone convergence of I-VI are presented. One behaves like policy iteration (PI) (PI-mode of convergence) and the other is named VI-mode of convergence. All of the other properties - positive definiteness, stability, and relation between I-VI and integral PI - are presented within these two frameworks. Finally, numerical simulations are carried out to verify and further investigate these properties.
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M3 - Conference contribution
AN - SCOPUS:84883494157
SN - 9781479901777
T3 - Proceedings of the American Control Conference
SP - 4215
EP - 4220
BT - 2013 American Control Conference, ACC 2013
T2 - 2013 1st American Control Conference, ACC 2013
Y2 - 17 June 2013 through 19 June 2013
ER -