Conference Proceedings

Stability guarantees for nonlinear discrete-time systems controlled by approximate value iteration

Romain Postoyan, Mathieu Granzotto, Lucian Busoniu, Bruno Scherrer, Dragan Nesic, Jamal Daafouz

Proceedings of the ... IEEE Conference on Decision & Control / IEEE Control Systems Society. IEEE Conference on Decision & Control | IEEE | Published : 2020


Value iteration is a method to generate optimal control inputs for generic nonlinear systems and cost functions. Its implementation typically leads to approximation errors, which may have a major impact on the closed-loop system performance. We talk in this case of approximate value iteration (AVI). In this paper, we investigate the stability of systems for which the inputs are obtained by AVI. We consider deterministic discrete-time nonlinear plants and a class of general, possibly discounted, costs. We model the closed-loop system as a family of systems parameterized by tunable parameters, which are used for the approximation of the value function at different iterations, the discount fact..

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Awarded by Romanian Ministry of Research and Innovation, CNCS - UEFISCDI, within PNCDI III

Awarded by Australian Research Council

Funding Acknowledgements

L. Busoniu is with the Department of Automation, Technical University of Cluj-Napoca, Memorandumului 28, 400114 Cluj-Napoca, Romania ( work was supported by a grant of the Romanian Ministry of Research and Innovation, CNCS - UEFISCDI, project number PN-III-P1-1.1-PD-2016-1304, contract PD 27/2018, within PNCDI III.D. Ne.sic is with the Department of Electrical and Electronic Engineering, University of Melbourne, Parkville, VIC 3010, Australia (email: work was supported by the Australian Research Council under the Discovery Project DP170104099.