time_varying_ADP

Code for the data-driven finite-horizon optimal control of linear time-varying systems using adaptive dynamic programming algorithms.

FHADP_CDC.m

Code for the numerical experiments in paper:

Bo Pang, Tao Bian, and Zhong-Ping Jiang. "Data-driven finite-horizon optimal control for linear time-varying discrete-time systems." 2018 IEEE Conference on Decision and Control (CDC). IEEE, 2018.

FHADP_attitude_PI.m and FHADP_attitude_PI.m

Code for the policy iteration (PI) and value iteration (VI) based ADP algorithms in paper:

Bo Pang, Tao Bian, and Zhong-Ping Jiang. "Adaptive dynamic programming for finite-horizon optimal control of linear time-varying discrete-time systems." Control theory and technology 17.1 (2019): 73-84.