Nearly Optimal Control for Mixed Zero-Sum Game Based on Off-Policy Integral Reinforcement Learning.

Abstract

In this article, we solve a class of mixed zero-sum game with unknown dynamic information of nonlinear system. A policy iterative algorithm that adopts integral reinforcement learning (IRL), which does not depend on system information, is proposed to obtain the optimal control of competitor and collaborators. An adaptive update law that combines critic-actor structure with experience replay is proposed. The actor function not only approximates optimal control of every player but also estimates auxiliary control, which does not participate in the actual control process and only exists in theory. The parameters of the actor-critic structure are simultaneously updated. Then, it is proven that the parameter errors of the polynomial approximation are uniformly ultimately bounded. Finally, the effectiveness of the proposed algorithm is verified by two given simulations.