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This paper proposes a general incremental policy iteration adaptive dynamic programming (ADP) algorithm for model-free robust optimal control of unknown nonlinear systems. The approach integrates recursive least squares estimation with…

Optimization and Control · Mathematics 2025-09-01 Qingkai Meng , Fenglan Wang , Lin Zhao

This paper presents a novel method of global adaptive dynamic programming (ADP) for the adaptive optimal control of nonlinear polynomial systems. The strategy consists of relaxing the problem of solving the Hamilton-Jacobi-Bellman (HJB)…

Dynamical Systems · Mathematics 2017-01-11 Yu Jiang , Zhong-Ping Jiang

This paper studies the robust optimal control design for uncertain nonlinear systems from a perspective of robust adaptive dynamic programming (robust-ADP). The objective is to fill up a gap in the past literature of ADP where dynamic…

Dynamical Systems · Mathematics 2013-03-12 Yu Jiang , Zhong-Ping Jiang

Reinforcement learning based adaptive/approximate dynamic programming (ADP) is a powerful technique to determine an approximate optimal controller for a dynamical system. These methods bypass the need to analytically solve the nonlinear…

Optimization and Control · Mathematics 2018-05-24 Xuefeng Bao , Zhi-Hong Mao , Nitin Sharma

We describe an approximate dynamic programming (ADP) approach to compute approximations of the optimal strategies and of the minimal losses that can be guaranteed in discounted repeated games with vector-valued losses. Such games…

Computer Science and Game Theory · Computer Science 2020-10-27 Vijay Kamble , Patrick Loiseau , Jean Walrand

Efforts in this paper seek to combine graph theory with adaptive dynamic programming (ADP) as a reinforcement learning (RL) framework to determine forward-in-time, real-time, approximate optimal controllers for distributed multi-agent…

Systems and Control · Computer Science 2017-07-25 Rushikesh Kamalapurkar , Huyen Dinh , Patrick Walters , Warren Dixon

In this work, we present a learning-based nonlinear $H^\infty$ control algorithm that guarantee system performance under learned dynamics and disturbance estimate. The Gaussian Process (GP) regression is utilized to update the nominal…

Systems and Control · Electrical Eng. & Systems 2021-07-12 Wei Sun , Theodore B. Trafalis

This paper provides new stability results for Action-Dependent Heuristic Dynamic Programming (ADHDP), using a control algorithm that iteratively improves an internal model of the external world in the autonomous system based on its…

Neural and Evolutionary Computing · Computer Science 2015-07-29 Yury Sokolov , Robert Kozma , Ludmilla D. Werbos , Paul J. Werbos

Approximate dynamic programming is a popular method for solving large Markov decision processes. This paper describes a new class of approximate dynamic programming (ADP) methods- distributionally robust ADP-that address the curse of…

Machine Learning · Statistics 2012-05-22 Marek Petrik

Dynamic games arise when multiple agents with differing objectives control a dynamic system. They model a wide variety of applications in economics, defense, energy systems and etc. However, compared to single-agent control problems, the…

Systems and Control · Electrical Eng. & Systems 2020-01-08 Bolei Di , Andrew Lamperski

In this paper, near optimal tracking of a class of nonlinear systems is addressed. Adaptive (approximate) dynamic programming approach is used to calculate the optimal control in closed form. ADP (Adaptive (approximate) dynamic programming)…

Optimization and Control · Mathematics 2021-09-22 Farshid Asadi , Ali Heydari

Connections between Deep Neural Networks (DNNs) training and optimal control theory has attracted considerable attention as a principled tool of algorithmic design. Differential Dynamic Programming (DDP) neural optimizer is a recently…

Machine Learning · Computer Science 2020-07-20 Guan-Horng Liu , Tianrong Chen , Evangelos A. Theodorou

Enforcing state and input constraints during reinforcement learning (RL) in continuous state spaces is an open but crucial problem which remains a roadblock to using RL in safety-critical applications. This paper leverages invariant sets to…

Systems and Control · Electrical Eng. & Systems 2019-06-28 Ankush Chakrabarty , Rien Quirynen , Claus Danielson , Weinan Gao

Equipping approximate dynamic programming (ADP) with inputconstraints has a tremendous significance. This enables ADP to be applied tothe systems with actuator limitations, which is quite common for dynamicalsystems. In a conventional…

Optimization and Control · Mathematics 2018-05-24 Xuefeng Bao , Zhi-Hong Mao , Nitin Sharma

Dynamic games arise when multiple agents with differing objectives choose control inputs to a dynamic system. Dynamic games model a wide variety of applications in economics, defense, and energy systems. However, compared to single-agent…

Optimization and Control · Mathematics 2018-09-25 Bolei Di , Andrew Lamperski

This work proposes a unified control architecture that couples a Reinforcement Learning (RL)-driven controller with a disturbance-rejection Extended State Observer (ESO), complemented by an Event-Triggered Mechanism (ETM) to limit…

Optimization and Control · Mathematics 2026-01-01 Ningwei Bai , Chi Pui Chan , Qichen Yin , Tengyang Gong , Yunda Yan , Zezhi Tang

This paper presents a constrained adaptive dynamic programming (CADP) algorithm to solve general nonlinear nonaffine optimal control problems with known dynamics. Unlike previous ADP algorithms, it can directly deal with problems with state…

Systems and Control · Electrical Eng. & Systems 2022-04-11 Jingliang Duan , Zhengyu Liu , Shengbo Eben Li , Qi Sun , Zhenzhong Jia , Bo Cheng

This paper presents a robust reinforcement learning algorithm called robust deterministic policy gradient (RDPG), which reformulates the H-infinity control problem as a two-player zero-sum dynamic game between a user and an adversary. The…

Robotics · Computer Science 2025-12-04 Taeho Lee , Donghwan Lee

The design of an automated vehicle controller can be generally formulated into an optimal control problem. This paper proposes a continuous-time finite-horizon approximate dynamicprogramming (ADP) method, which can synthesis off-line…

Systems and Control · Electrical Eng. & Systems 2020-07-07 Ziyu Lin , Jingliang Duan , Shengbo Eben Li , Haitong Ma , Yuming Yin

A Markov Decision Process (MDP) is a popular model for reinforcement learning. However, its commonly used assumption of stationary dynamics and rewards is too stringent and fails to hold in adversarial, nonstationary, or multi-agent…

Machine Learning · Computer Science 2019-08-22 Tiancheng Yu , Suvrit Sra
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