Off-Policy Interleaved Q -Learning: Optimal Control for Affine Nonlinear Discrete-Time Systems.

In this paper, a novel off-policy interleaved Q-learning algorithm is presented for solving optimal control problem of affine nonlinear discrete-time (DT) systems, using only the measured data along the system trajectories. Affine nonlinear feature of systems, unknown dynamics, and off-policy learning approach pose tremendous challenges on approximating optimal controllers. To this end, on-policy Q-learning method for optimal control of affine nonlinear DT systems is reviewed first, and its convergence is rigorously proven. The bias of solution to Q-function-based Bellman equation caused by adding probing noises to systems for satisfying persistent excitation is also analyzed when using on-policy Q-learning approach. Then, a behavior control policy is introduced followed by proposing an off-policy Q-learning algorithm. Meanwhile, the convergence of algorithm and no bias of solution to optimal control problem when adding probing noise to systems are investigated. Third, three neural networks run by the interleaved Q-learning approach in the actor-critic framework. Thus, a novel off-policy interleaved Q-learning algorithm is derived, and its convergence is proven. Simulation results are given to verify the effectiveness of the proposed method.