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自适应动态规划
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自适应动态规划
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adaptive dynamic programming
自适应动态规划
利用函数近似结构来近似哈密顿-雅可比-贝尔曼方程的解,采用离线迭代或者在线更新的方法,来获得系统的近似最优控制策略,从而能够有效地解决非线性系统的优化控制问题的技术,是最优控制领域新兴起的一种近似最优方法,是国际最优化领域的研究热点。美国学者P.J.韦尔博斯(Paul John Werbos,1947~ )在1977年首先提出了自适应动态规划方法的框架。
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