Robust Adaptive Dynamic Programming of Two-Player Zero-Sum Games for Continuous-Time Linear Systems.
basic_science · Level V
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- Record sourced from PubMed, PMID 26540715.
- Also identified by DOI 10.1109/TNNLS.2015.2461452.
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Abstract
In this brief, an online robust adaptive dynamic programming algorithm is proposed for two-player zero-sum games of continuous-time unknown linear systems with matched uncertainties, which are functions of system outputs and states of a completely unknown exosystem. The online algorithm is developed using the policy iteration (PI) scheme with only one iteration loop. A new analytical method is proposed for convergence proof of the PI scheme. The sufficient conditions are given to guarantee globally asymptotic stability and suboptimal property of the closed-loop system. Simulation studies are conducted to illustrate the effectiveness of the proposed method.