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In this paper, an integral reinforcement learning (IRL) algorithm on an actor–critic structure is developed to learn online the solution to the Hamilton–Jacobi–Bellman equation for partially-unknown constrained-input systems. The technique of experience replay is used to update the critic weights to solve an IRL Bellman equation. This means, unlike existing reinforcement learning algorithms, recorded...
This paper is an effort towards developing an online learning algorithm to find the optimal control solution for continuous-time (CT) systems subject to input constraints. The proposed method is based on the policy iteration (PI) technique which has recently evolved as a major technique for solving optimal control problems. Although a number of online PI algorithms have been developed for CT systems,...
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