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Discrete-Time Nonzero-Sum Games for Multiplayer Using Policy-Iteration-Based Adaptive Dynamic Programming Algorithms | IEEE Journals & Magazine | IEEE Xplore

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


Abstract:

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 programmin...Show More

Abstract:

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.
Published in: IEEE Transactions on Cybernetics ( Volume: 47, Issue: 10, October 2017)
Page(s): 3331 - 3340
Date of Publication: 03 October 2016

ISSN Information:

PubMed ID: 28113535

Funding Agency:


References

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