Near-optimal control laws based on Heuristic Dynamic Programming iteration algorithm

In this paper, the near-optimal control problem for a class of nonlinear time-delay systems with control constraints is solved by a novel Heuristic Dynamic Programming (HDP) iteration algorithm. First, a nonquadratic performance functional is introduced to overcome the control constraints, and then a new iterative HDP algorithm which contains local and global optimization searching processes, is developed to solve the optimal feedback control problem of the original constrained for time-delay system with convergence analysis. In the present control scheme, there are three neural networks used as parametric structures for facilitating the implementation of the iterative algorithm. One example is given to demonstrate the convergence and feasibility of the proposed optimal control scheme.