Value iteration and adaptive optimal control for linear continuous-time systems

In this paper, a new non-model-based optimal control design is proposed for linear continuous-time systems. First, a continuous-time value iteration (VI) algorithm is presented. Then, an adaptive dynamic programming (ADP) method based on the obtained VI algorithm is developed to solve the optimal control problem for linear continuous-time systems. Different from existing results, the a priori knowledge of an initial admissible control policy is no longer required. The convergence of the proposed method is investigated. A practical example is presented to illustrate the obtained results.