Data-driven adaptive dynamic programming for continuous-time fully cooperative games with partially constrained inputs
Zhang, Qichao1,2; Zhao, Dongbin1,2; Zhu, Yuanheng1,2
2017-05-17
发表期刊NEUROCOMPUTING
卷号238期号:*页码:377-386
文章类型Article
摘要In this paper, the fully cooperative game with partially constrained inputs in the continuous-time Markov decision process environment is investigated using a novel data-driven adaptive dynamic programming method. First, the model-based policy iteration algorithm with one iteration loop is proposed, where the knowledge of system dynamics is required. Then, it is proved that the iteration sequences of value functions and control policies can converge to the optimal ones. In order to relax the exact knowledge of the system dynamics, a model-free iterative equation is derived based on the model-based algorithm and the integral reinforcement learning. Furthermore, a data-driven adaptive dynamic programming is developed to solve the model-free equation using generated system data. From the theoretical analysis, we prove that this model-free iterative equation is equivalent to the model-based iterative equations, which means that the data-driven algorithm can approach the optimal value function and control policies. For the implementation purpose, three neural networks are constructed to approximate the solution of the model-free iteration equation using the off-policy learning scheme after the available system data is collected in the online measurement phase. Finally, two examples are provided to demonstrate the effectiveness of the proposed scheme. (C) 2017 Published by Elsevier B.V.
关键词Adaptive Dynamic Programming Optimal Control Neural Network Fully Cooperative Games Data-driven Constrained Input
WOS标题词Science & Technology ; Technology
DOI10.1016/j.neucom.2017.01.076
关键词[WOS]ZERO-SUM GAMES ; H-INFINITY CONTROL ; DIFFERENTIAL GRAPHICAL GAMES ; NONLINEAR-SYSTEMS ; LEARNING SOLUTION ; UNKNOWN DYNAMICS ; MULTIAGENT SYSTEMS ; EXPERIENCE REPLAY ; CONTROL DESIGN ; ALGORITHM
收录类别SCI
语种英语
项目资助者National Natural Science Foundation of China (NSFC)(61273136 ; National Key Research and Development Plan(2016YFB0101000) ; 61573353 ; 61533017 ; 61603382)
WOS研究方向Computer Science
WOS类目Computer Science, Artificial Intelligence
WOS记录号WOS:000397372100033
引用统计
文献类型期刊论文
条目标识符http://ir.ia.ac.cn/handle/173211/14336
专题复杂系统管理与控制国家重点实验室_深度强化学习
通讯作者Zhao, Dongbin
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
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Zhang, Qichao,Zhao, Dongbin,Zhu, Yuanheng. Data-driven adaptive dynamic programming for continuous-time fully cooperative games with partially constrained inputs[J]. NEUROCOMPUTING,2017,238(*):377-386.
APA Zhang, Qichao,Zhao, Dongbin,&Zhu, Yuanheng.(2017).Data-driven adaptive dynamic programming for continuous-time fully cooperative games with partially constrained inputs.NEUROCOMPUTING,238(*),377-386.
MLA Zhang, Qichao,et al."Data-driven adaptive dynamic programming for continuous-time fully cooperative games with partially constrained inputs".NEUROCOMPUTING 238.*(2017):377-386.
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