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Discrete-Time Nonzero-Sum Games for Multiplayer Using Policy-Iteration-Based Adaptive Dynamic Programming Algorithms

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张化光 封面图
张化光 (Huaguang Zhang) *
姜贺 封面图
姜贺 (He Jiang)
C
Chaomin Luo
G
Geyang Xiao
DOI:10.1109/TCYB.2016.2611613delete
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摘要

摘要

En 中文
In this paper, we investigate the nonzero-sum games for a class of discrete-time (DT) nonlinear systems by using a novel policy iteration (PI) adaptive dynamic programming (ADP) method. The main idea of our proposed PI scheme is to utilize the iterative ADP algorithm to obtain the iterative control policies, which not only ensure the system to achieve stability but also minimize the performance index function for each player. This paper integrates game theory, optimal control theory, and reinforcement learning technique to formulate and handle the DT nonzero-sum games for multiplayer. First, we design three actor-critic algorithms, an offline one and two online ones, for the PI scheme. Subsequently, neural networks are employed to implement these algorithms and the corresponding stability analysis is also provided via the Lyapunov theory. Finally, a numerical simulation example is presented to demonstrate the effectiveness of our proposed approach.
Keyword:
Adaptive dynamic programming (ADP)
neural networks (NNs)
nonzero-sum games
policy iteration (PI)
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期刊

IEEE Transactions on Cybernetics 封面图
IEEE Transactions on Cybernetics
IF:
10.5
论文数:
1.1W
被引数:
5.0W

机构

U
University of Detroit Mercy
学者数:
452
论文数: 337
被引数: 209
N
northeastern university - china
学者数:
3.2W
论文数: 2.7W
被引数: 37
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