Integral Reinforcement Learning-Based Stochastic Guaranteed Cost Control for Time-Varying Systems with Asymmetric Saturation Actuators

This study explores a stochastic guarantee cost control (GCC) for time-varying systems with random parameters and asymmetric saturation actuators by employing the integral reinforcement learning (IRL) method in the dynamic event-triggered (DET) mode. Firstly, a modified Hamilton–Jacobi–Isaac (HJI) equation is formulated, and then the worst-case disturbance policy and the asymmetric saturation optimal control signal can be obtained. Secondly, the multivariate probabilistic collocation method (MPCM) is used to evaluate the value function at designated sampling points. The purpose of introducing the MPCM is to simplify the computational complexity of stochastic dynamic programming (SDP) methods. Furthermore, the DET mode is utilized to solve the SDP problem to reduce the computational burden on communication resources. Finally, the Lyapunov stability theorem is applied to analyze the stability of time-varying systems, and the simulation shows the feasibility of the designed method.