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Experience Replay for Optimal Control of Nonzero-Sum Game Systems With Unknown Dynamics
Zhao, Dongbin; Zhang, Qichao; Wang, Ding; Zhu, Yuanheng
AbstractIn this paper, an approximate online equilibrium solution is developed for an N-player nonzero-sum (NZS) game systems with completely unknown dynamics. First, a model identifier based on a three-layer neural network (NN) is established to reconstruct the unknown NZS games systems. Moreover, the identifier weight vector is updated based on experience replay technique which can relax the traditional persistence of excitation condition to a simplified condition on recorded data. Then, the single-network adaptive dynamic programming (ADP) with experience replay algorithm is proposed for each player to solve the coupled nonlinear Hamilton-Jacobi (HJ) equations, where only the critic NN weight vectors are required to tune for each player. The feedback Nash equilibrium is provided by the solution of the coupled HJ equations. Based on the experience replay technique, a novel critic NN weights tuning law is proposed to guarantee the stability of the closed-loop system and the convergence of the value functions. Furthermore, a Lyapunov-based stability analysis shows that the uniform ultimate boundedness of the closed-loop system is achieved. Finally, two simulation examples are given to verify the effectiveness of the proposed control scheme.
KeywordAdaptive Dynamic Programming (Adp) Experience Replay Nonzero-sum (Nzs) Games Optimal Control Unknown Dynamics
WOS HeadingsScience & Technology ; Technology
Indexed BySCI
Funding OrganizationNational Natural Science Foundation of China(61273136 ; 61573353 ; 61533017 ; 61304086)
WOS Research AreaComputer Science
WOS SubjectComputer Science, Artificial Intelligence ; Computer Science, Cybernetics
WOS IDWOS:000370963500023
Citation statistics
Cited Times:106[WOS]   [WOS Record]     [Related Records in WOS]
Document Type期刊论文
AffiliationChinese Acad Sci, Inst Automat, State Key Lab Management & Control Complex Syst, Beijing 100190, Peoples R China
First Author AffilicationInstitute of Automation, Chinese Academy of Sciences
Recommended Citation
GB/T 7714
Zhao, Dongbin,Zhang, Qichao,Wang, Ding,et al. Experience Replay for Optimal Control of Nonzero-Sum Game Systems With Unknown Dynamics[J]. IEEE TRANSACTIONS ON CYBERNETICS,2016,46(3):854-865.
APA Zhao, Dongbin,Zhang, Qichao,Wang, Ding,&Zhu, Yuanheng.(2016).Experience Replay for Optimal Control of Nonzero-Sum Game Systems With Unknown Dynamics.IEEE TRANSACTIONS ON CYBERNETICS,46(3),854-865.
MLA Zhao, Dongbin,et al."Experience Replay for Optimal Control of Nonzero-Sum Game Systems With Unknown Dynamics".IEEE TRANSACTIONS ON CYBERNETICS 46.3(2016):854-865.
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