An Overview of Research on Adaptive Dynamic Programming

Adaptive dynamic programming (ADP) is a novel approximate optimal control scheme, which has recently become a hot topic in the field of optimal control. As a standard approach in the field of ADP, a function approximation structure is used to approximate the solution of Hamilton-Jacobi-Bellman (HJB) equation. The approximate optimal control policy is obtained by using the offline iteration algorithm or the online update algorithm. This paper gives a review of ADP in the order of the variation on the structure of ADP scheme, the development of ADP algorithms and applications of ADP scheme, aiming to bring the reader into this novel field of optimization technology. Furthermore, the future studies are pointed out.