自适应动态规划介绍。一种求解动态规划方法HJB方程的自学习控制算法，称其为自适应动态规划算法。所提的算法可以用来解决未知离散时间非线性系统的最优控制问题，同时给出了该控制算法的收敛性证明。算法的实现用到了三个神经网络，在递推的每一步分别用来近似性能指标函数、最优控制律和未知非线性系统。-Adaptive Dynamic Programming introduction. Dynamic programming method for solving the HJB equation self-learning control algorithm, called adaptive dynamic programming algorithm. The proposed algorithm can be used to solve the unknown discrete-time nonlinear optimal control problems, and gives the control algorithm convergence proof. Algorithm uses three neural networks, each step of the recursion are used to approximate the performance index function, optimal control law and unknown nonlinear systems.