Abstract:Reinforcement learning (RL) is promising for complicated stochastic nonlinear control problems. Without using a mathematical model, an optimal controller can be learned from data evaluated by certain performance criteria through trial-and-error. However, the data-based learning approach is notorious for not guaranteeing stability, which is the most fundamental property for any control system. In this paper, the classic Lyapunov's method is explored to analyze the uniformly ultimate boundedness stability (UUB) … Show more
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