@inproceedings{703e7eeac3b84162a11fc7fb036dd9d1,
title = "Model-free approximate dynamic programming for continuous-time linear systems",
abstract = "In this paper, a novel online approximate dynamic programming (ADP) technique for completely unknown continuous-time linear systems is proposed to solve the infinite horizon linear quadratic (LQ) optimal control problems. For relaxing the assumption of the known input coupling matrix, the conventional LQ optimal control problem is converted into the proposed cheap control problem. Then, the ADP agent iteratively solves this cheap optimal control problem in online fashion to obtain the near-optimal solution of the conventional LQ optimal control problem. In addition, we mathematically prove the approximation property of the cheap optimal control problem with respect to the conventional LQ optimal control problem. The numerical simulation for ideal DC motor shows the applicability of the proposed ADP algorithm.",
keywords = "Adaptive critics, Adaptive optimal control, Approximate dynamic programming, LQR",
author = "Lee, {Jae Young} and Park, {Jin Bae} and Choi, {Yoon Ho}",
year = "2009",
doi = "10.1109/CDC.2009.5400371",
language = "English",
isbn = "9781424438716",
series = "Proceedings of the IEEE Conference on Decision and Control",
publisher = "Institute of Electrical and Electronics Engineers Inc.",
pages = "5009--5014",
booktitle = "Proceedings of the 48th IEEE Conference on Decision and Control held jointly with 2009 28th Chinese Control Conference, CDC/CCC 2009",
address = "United States",
note = "48th IEEE Conference on Decision and Control held jointly with 2009 28th Chinese Control Conference, CDC/CCC 2009 ; Conference date: 15-12-2009 Through 18-12-2009",
}