Integral Reinforcement Learning for Linear Continuous-Time Zero-Sum Games With Completely Unknown Dynamics
文献类型:期刊论文
作者 | Li, Hongliang; Liu, Derong; Wang, Ding![]() |
刊名 | IEEE TRANSACTIONS ON AUTOMATION SCIENCE AND ENGINEERING
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出版日期 | 2014-07-01 |
卷号 | 11期号:3页码:706-714 |
关键词 | Adaptive critic designs adaptive dynamic programming approximate dynamic programming reinforcement learning policy iteration zero-sum games |
英文摘要 | In this paper, we develop an integral reinforcement learning algorithm based on policy iteration to learn online the Nash equilibrium solution for a two-player zero-sum differential game with completely unknown linear continuous-time dynamics. This algorithm is a fully model-free method solving the game algebraic Riccati equation forward in time. The developed algorithm updates value function, control and disturbance policies simultaneously. The convergence of the algorithm is demonstrated to be equivalent to Newton's method. To implement this algorithm, one critic network and two action networks are used to approximate the game value function, control and disturbance policies, respectively, and the least squares method is used to estimate the unknown parameters. The effectiveness of the developed scheme is demonstrated in the simulation by designing an H-infinity state feedback controller for a power system. |
WOS标题词 | Science & Technology ; Technology |
类目[WOS] | Automation & Control Systems |
研究领域[WOS] | Automation & Control Systems |
关键词[WOS] | H-INFINITY CONTROL ; ADAPTIVE OPTIMAL-CONTROL ; STATE-FEEDBACK CONTROL ; NONLINEAR-SYSTEMS ; PROGRAMMING ALGORITHM ; CONTROL SCHEME ; DESIGN ; ARCHITECTURE ; MANAGEMENT ; ITERATION |
收录类别 | SCI |
语种 | 英语 |
WOS记录号 | WOS:000340101400007 |
源URL | [http://ir.ia.ac.cn/handle/173211/3832] ![]() |
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 | Chinese Acad Sci, Inst Automat, State Key Lab Management & Control Complex Syst, Beijing 100190, Peoples R China |
推荐引用方式 GB/T 7714 | Li, Hongliang,Liu, Derong,Wang, Ding. Integral Reinforcement Learning for Linear Continuous-Time Zero-Sum Games With Completely Unknown Dynamics[J]. IEEE TRANSACTIONS ON AUTOMATION SCIENCE AND ENGINEERING,2014,11(3):706-714. |
APA | Li, Hongliang,Liu, Derong,&Wang, Ding.(2014).Integral Reinforcement Learning for Linear Continuous-Time Zero-Sum Games With Completely Unknown Dynamics.IEEE TRANSACTIONS ON AUTOMATION SCIENCE AND ENGINEERING,11(3),706-714. |
MLA | Li, Hongliang,et al."Integral Reinforcement Learning for Linear Continuous-Time Zero-Sum Games With Completely Unknown Dynamics".IEEE TRANSACTIONS ON AUTOMATION SCIENCE AND ENGINEERING 11.3(2014):706-714. |
入库方式: OAI收割
来源:自动化研究所
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