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This paper is concerned with a new discrete-time policy iteration adaptive dynamic programming (ADP) method for solving the infinite horizon optimal control problem of nonlinear systems. The idea is to use an iterative ADP technique to obtain the iterative control law, which optimizes the iterative performance index function. The main contribution of this paper is to analyze the convergence and stability properties of policy iteration method for discrete-time nonlinear systems for the first time. It shows that the iterative performance index function is nonincreasingly convergent to the optimal solution of the Hamilton-Jacobi-Bellman equation. It is also proven that any of the iterative control laws can stabilize the nonlinear systems. Neural networks are used to approximate the performance index function and compute the optimal control law, respectively, for facilitating the implementation of the iterative ADP algorithm, where the convergence of the weight matrices is analyzed. Finally, the numerical results and analysis are presented to illustrate the performance of the developed method.

Stability problems of continuous-time recurrent neural networks have been extensively studied, and many papers have been published in the literature. The purpose of this paper is to provide a comprehensive review of the research on stability of continuous-time recurrent neural networks, including Hopfield neural networks, Cohen-Grossberg neural networks, and related models. Since time delay is inevitable in practice, stability results of recurrent neural networks with different classes of time delays are reviewed in detail. For the case of delay-dependent stability, the results on how to deal with the constant/variable delay in recurrent neural networks are summarized. The relationship among stability results in different forms, such as algebraic inequality forms, M-matrix forms, linear matrix inequality forms, and Lyapunov diagonal stability forms, is discussed and compared. Some necessary and sufficient stability conditions for recurrent neural networks without time delays are also discussed. Concluding remarks and future directions of stability analysis of recurrent neural networks are given.

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The design of stabilizing controller for uncertain nonlinear systems with control constraints is a challenging problem. The constrained-input coupled with the inability to identify accurately the uncertainties motivates the design of stabilizing controller based on reinforcement-learning (RL) methods. In this paper, a novel RL-based robust adaptive control algorithm is developed for a class of continuous-time uncertain nonlinear systems subject to input constraints. The robust control problem is converted to the constrained optimal control problem with appropriately selecting value functions for the nominal system. Distinct from typical action-critic dual networks employed in RL, only one critic neural network (NN) is constructed to derive the approximate optimal control. Meanwhile, unlike initial stabilizing control often indispensable in RL, there is no special requirement imposed on the initial control. By utilizing Lyapunov's direct method, the closed-loop optimal control system and the estimated weights of the critic NN are proved to be uniformly ultimately bounded. In addition, the derived approximate optimal control is verified to guarantee the uncertain nonlinear system to be stable in the sense of uniform ultimate boundedness. Two simulation examples are provided to illustrate the effectiveness and applicability of the present approach.

Model-free control is an important and promising topic in control fields, which has attracted extensive attention in the past few years. In this paper, we aim to solve the model-free optimal tracking control problem of nonaffine nonlinear discrete-time systems. A critic-only Q-learning (CoQL) method is developed, which learns the optimal tracking control from real system data, and thus avoids solving the tracking Hamilton-Jacobi-Bellman equation. First, the Q-learning algorithm is proposed based on the augmented system, and its convergence is established. Using only one neural network for approximating the Q-function, the CoQL method is developed to implement the Q-learning algorithm. Furthermore, the convergence of the CoQL method is proved with the consideration of neural network approximation error. With the convergent Q-function obtained from the CoQL method, the adaptive optimal tracking control is designed based on the gradient descent scheme. Finally, the effectiveness of the developed CoQL method is demonstrated through simulation studies. The developed CoQL method learns with off-policy data and implements with a critic-only structure, thus it is easy to realize and overcome the inadequate exploration problem.

In this paper, a value iteration adaptive dynamic programming (ADP) algorithm is developed to solve infinite horizon undiscounted optimal control problems for discrete-time nonlinear systems. The present value iteration ADP algorithm permits an arbitrary positive semi-definite function to initialize the algorithm. A novel convergence analysis is developed to guarantee that the iterative value function converges to the optimal performance index function. Initialized by different initial functions, it is proven that the iterative value function will be monotonically nonincreasing, monotonically nondecreasing, or nonmonotonic and will converge to the optimum. In this paper, for the first time, the admissibility properties of the iterative control laws are developed for value iteration algorithms. It is emphasized that new termination criteria are established to guarantee the effectiveness of the iterative control laws. Neural networks are used to approximate the iterative value function and compute the iterative control law, respectively, for facilitating the implementation of the iterative ADP algorithm. Finally, two simulation examples are given to illustrate the performance of the present method.

Adaptive dynamic programming (ADP) and reinforcement learning are quite relevant to each other when performing intelligent optimization. They are both regarded as promising methods involving important components of evaluation and improvement, at the background of information technology, such as artificial intelligence, big data, and deep learning. Although great progresses have been achieved and surveyed when addressing nonlinear optimal control problems, the research on robustness of ADP-based control strategies under uncertain environment has not been fully summarized. Hence, this survey reviews the recent main results of adaptive-critic-based robust control design of continuous-time nonlinear systems. The ADP-based nonlinear optimal regulation is reviewed, followed by robust stabilization of nonlinear systems with matched uncertainties, guaranteed cost control design of unmatched plants, and decentralized stabilization of interconnected systems. Additionally, further comprehensive discussions are presented, including event-based robust control design, improvement of the critic learning rule, nonlinear H control design, and several notes on future perspectives. By applying the ADP-based optimal and robust control methods to a practical power system and an overhead crane plant, two typical examples are provided to verify the effectiveness of theoretical results. Overall, this survey is beneficial to promote the development of adaptive critic control methods with robustness guarantee and the construction of higher level intelligent systems.