Adaptive Dynamic Programming for feedback control

Living organisms learn by acting on their environment, observing the resulting reward stimulus, and adjusting their actions accordingly to improve the reward. This action-based or Reinforcement Learning can capture notions of optimal behavior occurring in natural systems. We describe mathematical formulations for Reinforcement Learning and a practical implementation method known as Adaptive Dynamic Programming. These give us insight into the design of controllers for man-made engineered systems that both learn and exhibit optimal behavior. Relations are show between ADP and adaptive control.