Direct Adaptive Control for Stochastic Systems with Risk-Sensitive Indices

  • Nan Qiao*
  • , Tao Li*
  • *Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

We propose a direct adaptive control law based on the adaptive dynamic programming (ADP) algorithm for continuous-time stochastic linear systems with partially unknown system dynamics and infinite horizon quadratic risk-sensitive indices. A control design methodology is employed to iteratively solve the generalized algebraic Riccati equation by using the online information of the state and input, and to directly learn the optimal control law. We prove the convergence of the online ADP algorithm and show that the direct adaptive control law approximates the optimal control law as time goes on. Finally, a numerical simulation example is presented to demonstrate the effectiveness of our algorithm.

Original languageEnglish
Title of host publicationIFAC-PapersOnLine
EditorsHideaki Ishii, Yoshio Ebihara, Jun-ichi Imura, Masaki Yamakita
PublisherElsevier B.V.
Pages10095-10100
Number of pages6
Edition2
ISBN (Electronic)9781713872344
DOIs
StatePublished - 1 Jul 2023
Event22nd IFAC World Congress - Yokohama, Japan
Duration: 9 Jul 202314 Jul 2023

Publication series

NameIFAC-PapersOnLine
Number2
Volume56
ISSN (Electronic)2405-8963

Conference

Conference22nd IFAC World Congress
Country/TerritoryJapan
CityYokohama
Period9/07/2314/07/23

Keywords

  • Adaptive dynamic programming
  • direct adaptive control
  • generalized algebraic Riccati equation
  • risk-sensitive control

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