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Heuristic dynamic programming-based H∞ control of discrete-time affine nonlinear systems

In this paper, we solve the H∞ control problems for discrete-time affine nonlinear systems with known dynamics. An iterative heuristic dynamic programming algorithm is derived and the convergence analysis is provided. Three neural networks are used to approximate the control policy, the disturbance policy, and the value function, respectively. A simulation example is presented to demonstrate the effectiveness of the proposed scheme.