Model-free Nearly Optimal Control of Constrained-Input Nonlinear Systems Based on Synchronous Reinforcement Learning

In this paper a novel model-free algorithm is proposed. This algorithm can learn the nearly optimal control law of constrained-input systems from online data without requiring any a priori knowledge of system dynamics. Based on the concept of generalized policy iteration method, there are two neural networks (NNs), namely actor and critic NN to approximate the optimal value function and optimal policy. The stability of closed-loop systems and the convergence of weights are also guaranteed by Lyapunov analysis.