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Off-policy reinforcement learning for robust control of discrete-time uncertain linear systems

In this paper, an off-policy reinforcement learning method is developed for the robust stabilizing controller design of discrete-time uncertain linear systems. The proposed robust control design consists of two steps. First, the robust control problem is transformed to an optimal control problem. Second, the off-policy RL method is used to design the optimal control policy which guarantees the robust stability of the original system with uncertainty. The condition for the equivalence between the robust control problem and the optimal control problem is discussed. The off-policy does not require any knowledge of the system knowledge and efficiently utilize the data collected from on-line to improve the performance of approximate optimal control policy in each iteration successively. Finally, a simulation example is carried out to verify the effectiveness of the presented algorithm for the robust control problem of discrete-time linear system with uncertainty.