ADPlib - A C++ library supporting the implementation of various ADP algorithms for users and developers from different background.
This library contains numerical adaptive dynamic programming (ADP) algorithms to solve linear quadratic regulator (LQR) problems and algebraic Riccati equations (ARE). ADP aims at finding a stabilizing optimal control policy for dynamical systems via online learning. The aim of this project is to provide a complete implementation for online and offline ADP solvers that can be easily applied in the controller design for dynamical systems.
Learn more about LQR at: https://en.wikipedia.org/wiki/Linear–quadratic_regulator
Learn more about ARE at: https://en.wikipedia.org/wiki/Algebraic_Riccati_equation
Please visit my ResearchGate for more details about ADP: https://www.researchgate.net/profile/Tao_Bian2
ALgorithmADP.h
ControllerADP.h
ControllerVI.h
ControllerPI.h
Matrix.h
SquareMatrix.h
SymmetricMatrix.h
Diagonal.h
MatrixCalc.h
Dynamical.h
A simple demo is provided in
main.cpp
make all
./ADPsolver
- discrete-time ADP
- multi-thread implementation
- nonlinear ADP