Near-optimal control for continuous-time nonlinear systems with control constraints using on-line ADP

In this paper, an on-line adaptive dynamic programming (ADP) algorithm is presented to solve the optimal control problem for continuous-time nonlinear systems with control constraints. First, a suitable non-quadratic performance function is introduced to confront control constraints, and then we present an on-line ADP algorithm in which dynamic programming techniques and neural networks are used to solve the optimal control problem for nonlinear systems with control constraints, which is completely different with the traditional ADP algorithm using off-line training, and the corresponding convergence proof is given. Finally, a simulation examples is given to demonstrate the convergence and feasibility of the proposed algorithm.