Kyriakos G. Vamvoudakis

This monograph describes the use of principles of reinforcement learning (RL) to design feedback policies for continuous-time dynamical systems that combine features of adaptive control and optimal control. In a control engineering context, RL bridges the gap between traditional optimal control and adaptive control algorithms. The authors give an insightful introduction to reinforcement learning techniques that can address various control problems. In this context, they give a detailed description of techniques such as Game-Theoretic Learning, Q-learning, and Intermittent RL; with each chapter providing a self-contained exposition of the topic and giving the reader suggestions for further reading. Finally, the authors demonstrate the application of the techniques in autonomous vehicles. This review of a topic that is rapidly becoming ubiquitous in many engineering systems enables to reader dip in and out of the topic to quickly understand the essentials and provides the starting point for further research.

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.