Discrete-Time Non-Zero-Sum Games With Completely Unknown Dynamics
文献类型：期刊论文
| 作者 | Song, Ruizhuo1; Wei, Qinglai2 ; Zhang, Huaguang3; Lewis, Frank L.4
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| 刊名 | IEEE TRANSACTIONS ON CYBERNETICS
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| 出版日期 | 2021-06-01 |
| 卷号 | 51期号:6页码:2929-2943 |
| 关键词 | Adaptive critic designs adaptive dynamic programming approximate dynamic programming discrete-time nonzero-sum (NZS) off-policy reinforcement learning (RL) |
| ISSN号 | 2168-2267 |
| DOI | 10.1109/TCYB.2019.2957406 |
| 通讯作者 | Song, Ruizhuo(ruizhuosong@ustb.edu.cn) |
| 英文摘要 | In this article, off-policy reinforcement learning (RL) algorithm is established to solve the discrete-time N-player nonzero-sum (NZS) games with completely unknown dynamics. The N-coupled generalized algebraic Riccati equations (GARE) are derived, and then policy iteration (PI) algorithm is used to obtain the N-tuple of iterative control and iterative value function. As the system dynamics is necessary in PI algorithm, off-policy RL method is developed for discrete-time N-player NZS games. The off-policy N-coupled Hamilton-Jacobi (HJ) equation is derived based on quadratic value functions. According to the Kronecker product, the N-coupled HJ equation is decomposed into unknown parameter part and the system operation data part, which makes the N-coupled HJ equation solved independent of system dynamics. The least square is used to calculate the iterative value function and N-tuple of iterative control. The existence of Nash equilibrium is proved. The result of the proposed method for discrete-time unknown dynamics NZS games is indicated by the simulation examples. |
| WOS关键词 | H-INFINITY CONTROL ; DIFFERENTIAL-GAMES ; OPTIMAL TRACKING ; SYSTEMS ; ALGORITHM ; DESIGN |
| 资助项目 | National Natural Science Foundation of China[61873300] ; National Natural Science Foundation of China[61722312] ; Fundamental Research Funds for the Central Universities[FRF-BD-19-002A] |
| WOS研究方向 | Automation & Control Systems ; Computer Science |
| 语种 | 英语 |
| WOS记录号 | WOS:000652065400007 |
| 出版者 | IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC |
| 资助机构 | National Natural Science Foundation of China ; Fundamental Research Funds for the Central Universities |
| 源URL | [http://ir.ia.ac.cn/handle/173211/45182]  |
| 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 |
| 通讯作者 | Song, Ruizhuo |
| 作者单位 | 1.Univ Sci & Technol Beijing, Sch Automat & Elect Engn, Beijing 100083, Peoples R China 2.Chinese Acad Sci, Inst Automat, State Key Lab Management & Control Complex Syst, Beijing 100190, Peoples R China 3.Northeastern Univ, Coll Informat Sci & Engn, Shenyang 110819, Peoples R China 4.Univ Texas Arlington, UTA Res Inst, Ft Worth, TX 76118 USA |
| 推荐引用方式 GB/T 7714 | Song, Ruizhuo,Wei, Qinglai,Zhang, Huaguang,et al. Discrete-Time Non-Zero-Sum Games With Completely Unknown Dynamics[J]. IEEE TRANSACTIONS ON CYBERNETICS,2021,51(6):2929-2943. |
| APA | Song, Ruizhuo,Wei, Qinglai,Zhang, Huaguang,&Lewis, Frank L..(2021).Discrete-Time Non-Zero-Sum Games With Completely Unknown Dynamics.IEEE TRANSACTIONS ON CYBERNETICS,51(6),2929-2943. |
| MLA | Song, Ruizhuo,et al."Discrete-Time Non-Zero-Sum Games With Completely Unknown Dynamics".IEEE TRANSACTIONS ON CYBERNETICS 51.6(2021):2929-2943. |
入库方式： OAI收割
来源：自动化研究所
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