Robust adaptive dynamic programming for continuous-time linear stochastic systems

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

Abstract

In this paper, a robust optimal control problem is investigated for continuous-time linear stochastic systems with dynamic uncertainties. A non-model based stochastic robust optimal control design methodology is employed to iteratively update the control policy online by directly using the online information. A robust adaptive dynamic programming (RADP) algorithm is developed, together with rigorous convergence and stability analysis. The effectiveness of the proposed method is also illustrated by an example of two connected inverted pendulums.

Original languageEnglish (US)
Title of host publication2014 IEEE International Symposium on Intelligent Control, ISIC 2014
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages536-541
Number of pages6
ISBN (Print)9781479974061
DOIs
StatePublished - Nov 25 2014
Event2014 IEEE International Symposium on Intelligent Control, ISIC 2014 - Juan Les Pins, France
Duration: Oct 8 2014Oct 10 2014

Other

Other2014 IEEE International Symposium on Intelligent Control, ISIC 2014
CountryFrance
CityJuan Les Pins
Period10/8/1410/10/14

Fingerprint

Linear Stochastic Systems
Adaptive Dynamics
Stochastic systems
Robust Control
Dynamic programming
Dynamic Programming
Continuous Time
Inverted Pendulum
Control Policy
Convergence Analysis
Control Design
Design Methodology
Optimal Control Problem
Stability Analysis
Optimal Control
Update
Pendulums
Uncertainty

ASJC Scopus subject areas

  • Modeling and Simulation
  • Computer Science Applications
  • Control and Systems Engineering
  • Electrical and Electronic Engineering

Cite this

Bian, T., & Jiang, Z-P. (2014). Robust adaptive dynamic programming for continuous-time linear stochastic systems. In 2014 IEEE International Symposium on Intelligent Control, ISIC 2014 (pp. 536-541). [6967601] Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/ISIC.2014.6967601

Robust adaptive dynamic programming for continuous-time linear stochastic systems. / Bian, Tao; Jiang, Zhong-Ping.

2014 IEEE International Symposium on Intelligent Control, ISIC 2014. Institute of Electrical and Electronics Engineers Inc., 2014. p. 536-541 6967601.

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

Bian, T & Jiang, Z-P 2014, Robust adaptive dynamic programming for continuous-time linear stochastic systems. in 2014 IEEE International Symposium on Intelligent Control, ISIC 2014., 6967601, Institute of Electrical and Electronics Engineers Inc., pp. 536-541, 2014 IEEE International Symposium on Intelligent Control, ISIC 2014, Juan Les Pins, France, 10/8/14. https://doi.org/10.1109/ISIC.2014.6967601
Bian T, Jiang Z-P. Robust adaptive dynamic programming for continuous-time linear stochastic systems. In 2014 IEEE International Symposium on Intelligent Control, ISIC 2014. Institute of Electrical and Electronics Engineers Inc. 2014. p. 536-541. 6967601 https://doi.org/10.1109/ISIC.2014.6967601
Bian, Tao ; Jiang, Zhong-Ping. / Robust adaptive dynamic programming for continuous-time linear stochastic systems. 2014 IEEE International Symposium on Intelligent Control, ISIC 2014. Institute of Electrical and Electronics Engineers Inc., 2014. pp. 536-541
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