Adaptive Dynamic Programming for Discrete-Time Zero-Sum Games
Wei, Qinglai1,2; Liu, Derong3; Lin, Qiao1,2; Song, Ruizhuo3
2018-04-01
发表期刊IEEE TRANSACTIONS ON NEURAL NETWORKS AND LEARNING SYSTEMS
卷号29期号:4页码:957-969
文章类型Article
摘要In this paper, a novel adaptive dynamic programming (ADP) algorithm, called "iterative zero-sum ADP algorithm," is developed to solve infinite-horizon discrete-time two-player zero-sum games of nonlinear systems. The present iterative zero-sum ADP algorithm permits arbitrary positive semidefinite functions to initialize the upper and lower iterations. A novel convergence analysis is developed to guarantee the upper and lower iterative value functions to converge to the upper and lower optimums, respectively. When the saddle-point equilibrium exists, it is emphasized that both the upper and lower iterative value functions are proved to converge to the optimal solution of the zero-sum game, where the existence criteria of the saddle-point equilibrium are not required. If the saddle-point equilibrium does not exist, the upper and lower optimal performance index functions are obtained, respectively, where the upper and lower performance index functions are proved to be not equivalent. Finally, simulation results and comparisons are shown to illustrate the performance of the present method.
关键词Adaptive Critic Designs Adaptive Dynamic Programming (Adp) Approximate Dynamic Programming Neurodynamic Programming Optimal Control Zero-sum Game
WOS标题词Science & Technology ; Technology
DOI10.1109/TNNLS.2016.2638863
关键词[WOS]OPTIMAL TRACKING CONTROL ; AFFINE NONLINEAR-SYSTEMS ; H-INFINITY CONTROL ; UNKNOWN DYNAMICS ; ITERATION ALGORITHM ; LEARNING ALGORITHM ; DIFFERENTIAL-GAMES ; FEEDBACK-CONTROL ; LINEAR-SYSTEMS ; CONTROL SCHEME
收录类别SCI
语种英语
WOS研究方向Computer Science ; Engineering
WOS类目Computer Science, Artificial Intelligence ; Computer Science, Hardware & Architecture ; Computer Science, Theory & Methods ; Engineering, Electrical & Electronic
WOS记录号WOS:000427859600016
引用统计
文献类型期刊论文
条目标识符http://ir.ia.ac.cn/handle/173211/13627
专题复杂系统管理与控制国家重点实验室_平行控制
作者单位1.Chinese Acad Sci, Inst Automat, State Key Lab Management & Control Complex Syst, Beijing 100190, Peoples R China
2.Univ Chinese Acad Sci, Beijing 100049, Peoples R China
3.Univ Sci & Technol Beijing, Sch Automat & Elect Engn, Beijing 100083, Peoples R China
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Wei, Qinglai,Liu, Derong,Lin, Qiao,et al. Adaptive Dynamic Programming for Discrete-Time Zero-Sum Games[J]. IEEE TRANSACTIONS ON NEURAL NETWORKS AND LEARNING SYSTEMS,2018,29(4):957-969.
APA Wei, Qinglai,Liu, Derong,Lin, Qiao,&Song, Ruizhuo.(2018).Adaptive Dynamic Programming for Discrete-Time Zero-Sum Games.IEEE TRANSACTIONS ON NEURAL NETWORKS AND LEARNING SYSTEMS,29(4),957-969.
MLA Wei, Qinglai,et al."Adaptive Dynamic Programming for Discrete-Time Zero-Sum Games".IEEE TRANSACTIONS ON NEURAL NETWORKS AND LEARNING SYSTEMS 29.4(2018):957-969.
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