Spiking Adaptive Dynamic Programming with Poisson Process

Qinglai Wei, Liyuan Han, Tielin Zhang

Abstract: A new iterative spiking adaptive dynamic programming (SADP) algorithm based on the Poisson process for optimal impulsive control problems is investigated with convergence discussion of the iterative process. For a fixed time interval, a 3-tuple can be computed, and then the iterative value functions and control laws can be obtained. Finally, a simulation example verifies the effectiveness of the developed algorithm.