On integral value iteration for continuous-time linear systems

Jae Young Lee, Jin Bae Park, Yoon Ho Choi

Research output: Chapter in Book/Report/Conference proceedingConference contribution

2 Citations (Scopus)

Abstract

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.

Original languageEnglish
Title of host publication2013 American Control Conference, ACC 2013
Pages4215-4220
Number of pages6
Publication statusPublished - 2013 Sep 11
Event2013 1st American Control Conference, ACC 2013 - Washington, DC, United States
Duration: 2013 Jun 172013 Jun 19

Other

Other2013 1st American Control Conference, ACC 2013
CountryUnited States
CityWashington, DC
Period13/6/1713/6/19

    Fingerprint

All Science Journal Classification (ASJC) codes

  • Electrical and Electronic Engineering

Cite this

Lee, J. Y., Park, J. B., & Choi, Y. H. (2013). On integral value iteration for continuous-time linear systems. In 2013 American Control Conference, ACC 2013 (pp. 4215-4220). [6580487]