Sample-Based Potentials Estimation for the Optimal Control of Stochastic System

摘要：

An optimization method based on perturbation analysis is applied to stochastic system. A policy iteration approach is designed by the performance sensitivity formula which is constructed with potentials. For estimating the potentials,the Poisson equation is viewed as a system of linear equation,then a least squares policy evaluation method is adopted,and the selection of basis function is also discussed for getting a better performance of approximation. The simulation shows the effectiveness of the policy iteration and the approximation approach.

作者: CHENG Kang ZHANG Kanjian

作者单位: School of Automation,Southeast University,Nanjing 210096,P.R.China

会议类型: 国际会议

会议名称: The 30th Chinese Control Conference(第三十届中国控制会议)

会议地点: 烟台

会议语种:英文

页码: 1-5

在线出版日期: 2011-07-01（万方平台首次上网日期，不代表论文的发表时间）