Adaptive　dynamic　programming　(ADP)　can　realize　the　regulation　and　tracking　control　of　nonlinear　discrete-time　system　in　an　optimal　manner.　However,　how　to　improve　transient　response　of　ADP　control　is　still　an　open　problem.　This　paper　proposes　a　multiple　set-points　tracking　control　method　based　on　online　ADP　for　nonlinear　discrete-time　system　with　control　constraints.　By　introducing　a　nonquadratic　function,　an　online　ADP　control　strategy　is　proposed　to　solve　the　optimal　tracking　problem　with　input　constraints.　Multiple　set　points　are　set　between　initial　state　and　the　reference　trajectory,　the　controller　tracks　multiple　set　points　one　by　one,　and　finally　realizes　the　tracking　of　the　reference　trajectory.　Using　this　method,　system　overshoot　and　transient　response　are　significantly　reduced.　Further,　system　convergence　is　demonstrated　by　Lyapunov　theory.　At　last,　a　numerical　example　is　constructed　to　show　the　effectiveness　of　the　proposed　method.　©　2016　IEEE.