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IEEE Transactions On SMC: Systems
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Error Bound Analysis of Q-Function for Discounted Optimal Control Problems with Policy Iteration

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Abstract

In this paper, we present error bound analysis of the Q-function for the action-dependent adaptive dynamic programming for solving discounted optimal control problems of unknown discrete-time nonlinear systems. The convergence of Q-functions derived by a policy iteration algorithm under ideal conditions is given. Considering the approximated errors of the Q-function and control policy in the policy evaluation step and policy improvement step, we establish error bounds of approximate Q-functions in each iteration. With the given boundedness conditions, the approximate Q-function will converge to a finite neighborhood of the optimal Q-function. To implement the presented algorithm, two three-layer neural networks are employed to approximate the Q-function and the control policy, respectively. Finally, a simulation example is utilized to verify the validity of the presented algorithm.

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IEEE Transactions On SMC: Systems

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