Discrete-Time optimal zero-sum games for nonlinear systems via adaptive dynamic programming

Qinglai Wei, Ruizhuo Song, Yancai Xu, Derong Liu, Qiao Lin

Research output: Chapter in Book/Conference proceedingConference contributionpeer-review

2 Citations (Scopus)

Abstract

In this paper, a novel discrete-Time iterative zero-sum adaptive dynamic programming (ADP) algorithm is developed for solving the optimal control problems of nonlinear systems. Two iteration processes, which are lower and upper iterations, are employed to solve the lower and upper value functions, respectively. Arbitrary positive semi-definite functions are acceptable to initialize the upper and lower iterations of the iterative zero-sum ADP algorithm. It is proven that the upper and lower value functions converge to the optimal performance index function if the optimal performance index function exists, where the existence criterion of the optimal performance index function is unnecessary. Simulation examples are given to illustrate the effective performance of the present method.

Original languageEnglish
Title of host publicationProceedings of 2017 IEEE 6th Data Driven Control and Learning Systems Conference, DDCLS 2017
EditorsMingxuan Sun, Huijun Gao
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages357-364
Number of pages8
ISBN (Electronic)9781509054619
DOIs
Publication statusPublished - 13 Oct 2017
Externally publishedYes
Event6th IEEE Data Driven Control and Learning Systems Conference, DDCLS 2017 - Chongqing, China
Duration: 26 May 201727 May 2017

Publication series

NameProceedings of 2017 IEEE 6th Data Driven Control and Learning Systems Conference, DDCLS 2017

Conference

Conference6th IEEE Data Driven Control and Learning Systems Conference, DDCLS 2017
Country/TerritoryChina
CityChongqing
Period26/05/1727/05/17

Keywords

  • adaptive dynamic programming
  • Approximate dynamic programming
  • optimal control
  • zero-sum game

ASJC Scopus subject areas

  • Computational Mechanics
  • Artificial Intelligence
  • Computer Networks and Communications

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