Kyriakos G. Vamvoudakis - Böcker

This book gives an exposition of recently developed approximate dynamic programming (ADP) techniques for decision and control in human engineered systems. ADP is a reinforcement machine learning technique that is motivated by learning mechanisms in biological and animal systems. It is connected from a theoretical point of view with both adaptive control and optimal control methods. The book shows how ADP can be used to design a family of adaptive optimal control algorithms that converge in real-time to optimal control solutions by measuring data along the system trajectories. Generally, in the current literature adaptive controllers and optimal controllers are two distinct methods for the design of automatic control systems. Traditional adaptive controllers learn online in real time how to control systems, but do not yield optimal performance. On the other hand, traditional optimal controllers must be designed offline using full knowledge of the systems dynamics. It is also shown how to use ADP methods to solve multi-player differential games online. Differential games have been shown to be important in H-infinity robust control for disturbance rejection, and in coordinating activities among multiple agents in networked teams. The focus of this book is on continuous-time systems, whose dynamical models can be derived directly from physical principles based on Hamiltonian or Lagrangian dynamics.

This handbook presents state-of-the-art research in reinforcement learning, focusing on its applications in the control and game theory of dynamic systems and future directions for related research and technology.The contributions gathered in this book deal with challenges faced when using learning and adaptation methods to solve academic and industrial problems, such as optimization in dynamic environments with single and multiple agents, convergence and performance analysis, and online implementation. They explore means by which these difficulties can be solved, and cover a wide range of related topics including:deep learning;artificial intelligence;applications of game theory;mixed modality learning; andmulti-agent reinforcement learning.Practicing engineers and scholars in the field of machine learning, game theory, and autonomous control will find the Handbook of Reinforcement Learning and Control to be thought-provoking, instructive and informative.