This study is aimed at answering the question of how the approximation errors at each iteration of approximate dynamic programming affect the quality of the final results, considering the fact that errors at each iteration affect the next iteration. To this goal, convergence of value iteration scheme of approximate dynamic programming for deterministic nonlinear optimal control problems with discrete-time known dynamics subject to an undiscounted known cost functions is investigated while considering the errors existing in approximating respective functions. The boundedness of the results around the optimal solution is obtained based on quantities that are known in a general optimal control problem and assumptions that are verifiable. Moreover, because the presence of the approximation errors leads to the deviation of the results from optimality, sufficient conditions for stability of the system operated by the result obtained after a finite number of value iterations, along with an estimation of its region of attraction, are derived in terms of a calculable upper bound of the control approximation error. Finally, the process of implementation of the method on an orbital maneuver problem is investigated, through which the assumptions made in the theoretical developments are verified and the sufficient conditions are applied for guaranteeing stability and near optimality.


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    Title :

    Theoretical and Numerical Analysis of Approximate Dynamic Programming with Approximation Errors


    Contributors:

    Published in:

    Publication date :

    2016-02-01




    Type of media :

    Article (Journal)


    Type of material :

    Electronic Resource


    Language :

    English





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