期刊
IEEE TRANSACTIONS ON NEURAL NETWORKS AND LEARNING SYSTEMS
卷 33, 期 2, 页码 879-892出版社
IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
DOI: 10.1109/TNNLS.2020.3030127
关键词
Heuristic algorithms; Nonlinear systems; Optimal control; Mathematical model; Dynamic programming; Games; Adaptive systems; Adaptive dynamic programming (ADP); globalized dual-heuristic dynamic programming (GDHP); multiplayer nonzero-sum game (MP-NZSG); neural network (NN)
类别
资金
- National Natural Science Foundation of China [61722312, 62073321, 61673054, 61533017]
- National Key Research and Development Program of China [2018YFB1702300]
In this article, an online adaptive optimal control algorithm based on adaptive dynamic programming is developed to solve the multiplayer nonzero-sum game (MP-NZSG) problem for discrete-time unknown nonlinear systems. The algorithm utilizes a model-free structure and online adaptive learning to approximate the value functions and optimal policies for all players.
In this article, an online adaptive optimal control algorithm based on adaptive dynamic programming is developed to solve the multiplayer nonzero-sum game (MP-NZSG) for discrete-time unknown nonlinear systems. First, a model-free coupled globalized dual-heuristic dynamic programming (GDHP) structure is designed to solve the MP-NZSG problem, in which there is no model network or identifier. Second, in order to relax the requirement of systems dynamics, an online adaptive learning algorithm is developed to solve the Hamilton-Jacobi equation using the system states of two adjacent time steps. Third, a series of critic networks and action networks are used to approximate value functions and optimal policies for all players. All the neural network (NN) weights are updated online based on real-time system states. Fourth, the uniformly ultimate boundedness analysis of the NN approximation errors is proved based on the Lyapunov approach. Finally, simulation results are given to demonstrate the effectiveness of the developed scheme.
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