Title
Model-Free Dual Heuristic Dynamic Programming.
Abstract
Model-based dual heuristic dynamic programming (MB-DHP) is a popular approach in approximating optimal solutions in control problems. Yet, it usually requires offline training for the model network, and thus resulting in extra computational cost. In this brief, we propose a model-free DHP (MF-DHP) design based on finite-difference technique. In particular, we adopt multilayer perceptron with one hidden layer for both the action and the critic networks design, and use delayed objective functions to train both the action and the critic networks online over time. We test both the MF-DHP and MB-DHP approaches with a discrete time example and a continuous time example under the same parameter settings. Our simulation results demonstrate that the MF-DHP approach can obtain a control performance competitive with that of the traditional MB-DHP approach while requiring less computational resources.
Year
DOI
Venue
2015
10.1109/TNNLS.2015.2424971
IEEE transactions on neural networks and learning systems
Keywords
Field
DocType
online learning,adaptive dynamic programming (adp),reinforcement learning.,action-dependent dual heuristic dynamic programming (dhp),adaptive critic designs (acds),mathematical model,dynamic programming,linear programming,convergence,computational modeling
Convergence (routing),Functional reactive programming,Dynamic programming,Mathematical optimization,Computer science,Multilayer perceptron,Artificial intelligence,Reactive programming,Linear programming,Discrete time and continuous time,Heuristic dynamic programming,Machine learning
Journal
Volume
Issue
ISSN
PP
99
2162-2388
Citations 
PageRank 
References 
43
1.13
37
Authors
4
Name
Order
Citations
PageRank
Zhen Ni152533.47
Haibo He23653213.96
Xiangnan Zhong334616.35
Prokhorov, D.V.423219.45