Adaptive Dynamic Programming for Discrete-Time Zero-Sum Games
文献类型：期刊论文
| 作者 | Wei, Qinglai1,2 ; Liu, Derong3; Lin, Qiao1,2; Song, Ruizhuo3
|
| 刊名 | IEEE TRANSACTIONS ON NEURAL NETWORKS AND LEARNING SYSTEMS
 |
| 出版日期 | 2018-04-01 |
| 卷号 | 29期号:4页码:957-969 |
| 关键词 | Adaptive Critic Designs Adaptive Dynamic Programming (Adp) Approximate Dynamic Programming Neurodynamic Programming Optimal Control Zero-sum Game |
| DOI | 10.1109/TNNLS.2016.2638863 |
| 文献子类 | Article |
| 英文摘要 | 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. |
| WOS关键词 | OPTIMAL TRACKING CONTROL ; AFFINE NONLINEAR-SYSTEMS ; H-INFINITY CONTROL ; UNKNOWN DYNAMICS ; ITERATION ALGORITHM ; LEARNING ALGORITHM ; DIFFERENTIAL-GAMES ; FEEDBACK-CONTROL ; LINEAR-SYSTEMS ; CONTROL SCHEME |
| WOS研究方向 | Computer Science ; Engineering |
| 语种 | 英语 |
| WOS记录号 | WOS:000427859600016 |
| 源URL | [http://ir.ia.ac.cn/handle/173211/13627]  |
| 专题 | 自动化研究所_复杂系统管理与控制国家重点实验室_智能化团队 |
| 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 |
| 推荐引用方式 GB/T 7714 | 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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来源：自动化研究所
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