Title :
On approximate policy iteration for continuous-time systems
Author :
Wernrud, Andreas ; Rantzer, Anders
Author_Institution :
Department of Automatic Control, Lund Institute of Technology, Box 118, SE-221 00 Lund, Sweden. andreas@control.lth.se
Abstract :
We propose a new algorithm for feedback nonlinear synthesis. The algorithm computes suboptimal solutions, with bounds on suboptimality, to the Hamilton-Jacobi-Bellman equation. For systems that are modeled with polynomials the computations can be done efficiently via semidefinite programming. To illustrate the strength of the proposed method, we compute smooth stabilizing feedback controllers for several problems.
Keywords :
Adaptive control; Control system synthesis; Cost function; Feedback; Nonlinear equations; Nonlinear systems; Optimal control; Partial differential equations; Polynomials; Riccati equations;
Conference_Titel :
Decision and Control, 2005 and 2005 European Control Conference. CDC-ECC '05. 44th IEEE Conference on
Print_ISBN :
0-7803-9567-0
DOI :
10.1109/CDC.2005.1582363
