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

被引：0
|
作者：
Cheng Kang [1 ]
Zhang Kanjian [1 ]
Fei Shumin [1 ]
Liu Xiao-Mei [1 ]
机构：
[1] Southeast Univ, Sch Automat, Nanjing 210096, Jiangsu, Peoples R China
来源：
2011 30TH CHINESE CONTROL CONFERENCE (CCC) | 2011年
关键词：
Stochastic System; Potentials; Markov Decision Processes; Policy Iteration; Basis Function; ALGORITHMS;
D O I：
暂无
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
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.
引用
收藏
页码：2031 / 2035
页数：5
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