TY - GEN
T1 - Policy iteration-mode monotone convergence of generalized policy iteration for discrete-time linear systems
AU - Chun, Tae Yoon
AU - Park, Jin Bae
AU - Choi, Yoon Ho
PY - 2013
Y1 - 2013
N2 - This paper presents the properties of policy iteration (PI)-mode monotone convergence and stability of generalized policy iteration (OPI) algorithms for discrete-time (DT) linear systems. OPI is one of the reinforcement learning based dynamic programming (DP) methods for solving optimal control problems, interacting policy evaluation and policy improvement steps. To deal with the convergence and stability of OPI, several equivalent equations are derived. Then, as a result, the PI-mode monotone convergence (one behaves like PI) and stability of OPI algorithm are proved under the some initial conditions which are closely related with Lyapunov approach. Finally, some numerical simulations are performed to verify the proposed convergence and stability properties.
AB - This paper presents the properties of policy iteration (PI)-mode monotone convergence and stability of generalized policy iteration (OPI) algorithms for discrete-time (DT) linear systems. OPI is one of the reinforcement learning based dynamic programming (DP) methods for solving optimal control problems, interacting policy evaluation and policy improvement steps. To deal with the convergence and stability of OPI, several equivalent equations are derived. Then, as a result, the PI-mode monotone convergence (one behaves like PI) and stability of OPI algorithm are proved under the some initial conditions which are closely related with Lyapunov approach. Finally, some numerical simulations are performed to verify the proposed convergence and stability properties.
UR - http://www.scopus.com/inward/record.url?scp=84893524435&partnerID=8YFLogxK
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U2 - 10.1109/ICCAS.2013.6703973
DO - 10.1109/ICCAS.2013.6703973
M3 - Conference contribution
AN - SCOPUS:84893524435
SN - 9788993215052
T3 - International Conference on Control, Automation and Systems
SP - 454
EP - 458
BT - ICCAS 2013 - 2013 13th International Conference on Control, Automation and Systems
T2 - 2013 13th International Conference on Control, Automation and Systems, ICCAS 2013
Y2 - 20 October 2013 through 23 October 2013
ER -