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Adaptive Dynamic Programming with Applications in Optimal Control

By (author) Derong Liu, By (author) Qinglai Wei, By (author) Ding Wang, By (author) Xiong Yang, By (author) Hongliang Li

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This book covers the most recent developments in adaptive dynamic programming (ADP). The text begins with a thorough background review of ADP making sure that readers are sufficiently familiar with the fundamentals. In the core of the book, the authors address first discrete- and then continuous-time systems. Coverage of discrete-time systems starts with a more general form of value iteration to demonstrate its convergence, optimality, and stability with complete and thorough theoretical analysis. A more realistic form of value iteration is studied where value function approximations are assumed to have finite errors. Adaptive Dynamic Programming also details another avenue of the ADP approach: policy iteration. Both basic and generalized forms of policy-iteration-based ADP are studied with complete and thorough theoretical analysis in terms of convergence, optimality, stability, and error bounds. Among continuous-time systems, the control of affine and nonaffine nonlinear systems is studied using the ADP approach which is then extended to other branches of control theory including decentralized control, robust and guaranteed cost control, and game theory. In the last part of the book the real-world significance of ADP theory is presented, focusing on three application examples developed from the authorsâ€™ work: â€¢ renewable energy scheduling for smart power grids;â€¢ coal gasification processes; andâ€¢ waterâ€“gas shift reactions. Researchers studying intelligent control methods and practitioners looking to apply them in the chemical-process and power-supply industries will find much to interest them in this thorough treatment of an advanced approach to control.

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