CT VI ADP (WIP)

src/algorithms/algorithms.jl

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+include("irl/irl.jl")
+include("ct_vi_adp/ct_vi_adp.jl")

src/algorithms/ct_vi_adp/ct_vi_adp.jl

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+"""
+[1, Section IV.B]
+# Refs
+[1] T. Bian and Z.-P. Jiang, “Reinforcement Learning and Adaptive Optimal Control for Continuous-Time Nonlinear Systems: A Value Iteration Approach,” IEEE Trans. Neural Netw. Learning Syst., pp. 1–10, 2021, doi: 10.1109/TNNLS.2020.3045087.
+[2] T. Bian and Z.-P. Jiang, “Value Iteration, Adaptive Dynamic Programming, and Optimal Control of Nonlinear Systems,” in 2016 IEEE 55th Conference on Decision and Control (CDC), Las Vegas, NV, USA, Dec. 2016, pp. 3375–3380. doi: 10.1109/CDC.2016.7798777.
+"""
+struct CTVIADP <: AbstractEnv  # from FlightSims
+    ϕs
+    ψs
+    K_ϕ
+    K_ψ
+    buffer::DataBuffer
+end
+
+function State(env::CTVIADP)
+    @unpack ϕs = env
+    N_ϕ = length(ϕs)
+    return function (w=zeros(N_ϕ))
+        w
+    end
+end
+
+function Dynamics!(env::CTVIADP)
+    error("Complete this")
+    @unpack ϕs, K_ϕ, K_ψ, buffer = env
+    @unpack data_array = buffer
+    ts = data_array |> Map(datum -> datum.t) |> collect
+    xs = data_array |> Map(datum -> datum.x) |> collect
+    Φs = xs |> Map(x ->
+                   (ϕs |> Map(ϕ -> ϕ(x)) |> collect)  # Φ
+                  ) |> collect
+    K_ϕ_inv = inv(K_ϕ)
+    K_ψ_inv = inv(K_ψ)
+    function dynamics!(dw, w, p, t)
+        error("Complete this")
+        # ĉ = K_ψ_inv * integrate(ts, blahblah)  # Eq. (14)
+        # dw .= K_ϕ_inv *   # Eq. (13)
+    end
+end
+
+function value_iteration!(env::CTVIADP, w)
+    error("Complete this")
+    error("Add a new stop cond")
+end
+
+function CTVIADP_Simulator(env::CTVIADP)
+    error("Complete this")
+    simulator = Simulator()
+end