Performance evaluation of direct heuristic dynamic programming using control-theoretic measures

Approximate dynamic programming (ADP) has been widely studied from several important perspectives: algorithm development, learning efficiency measured by success or failure statistics, convergence rate, and learning error bounds. Given that many learning benchmarks used in ADP or reinforcement learning studies are control problems, it is important and necessary to examine the learning controllers from a control-theoretic perspective. This paper makes use of direct heuristic dynamic programming (direct HDP) and three typical benchmark examples to introduce a unique analytical framework that can be applied to other learning control paradigms and other complex control problems. The sensitivity analysis and the linear quadratic regulator (LQR) design are used in the paper for two purposes: to quantify direct HDP performances and to provide guidance toward designing better learning controllers. The use of LQR however does not limit the direct HDP to be a learning controller that addresses nonlinear dynamic system control issues. Toward this end, applications of the direct HDP for nonlinear control problems beyond sensitivity analysis and the confines of LQR have been developed and compared whenever appropriate to an LQR design.