Robust adaptive dynamic programming for a three-player zero-sum differential game with unmatched uncertainties

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Abstract

This paper presents a novel model-free online algorithm to solve the linear continuous-time three-player zero-sum differential game problem in the presence of dynamic uncertainty. Based on robust adaptive dynamic programming (RADP) method, the saddle point control policy and disturbance policy are iteratively approximated for the game problem with unmatched uncertainties. The convergence of the proposed RADP method and the global asymptotic stability (GAS) of the closed-loop system are also analyzed. An application to a power system is adopted to illustrate the effectiveness of the derived algorithm.

Original languageEnglish
Title of host publicationProceedings of the 35th Chinese Control Conference, CCC 2016
EditorsJie Chen, Qianchuan Zhao, Jie Chen
PublisherIEEE Computer Society
Pages2565-2570
Number of pages6
ISBN (Electronic)9789881563910
DOIs
Publication statusPublished - 26 Aug 2016
Event35th Chinese Control Conference, CCC 2016 - Chengdu, China
Duration: 27 Jul 201629 Jul 2016

Publication series

NameChinese Control Conference, CCC
Volume2016-August
ISSN (Print)1934-1768
ISSN (Electronic)2161-2927

Conference

Conference35th Chinese Control Conference, CCC 2016
Country/TerritoryChina
CityChengdu
Period27/07/1629/07/16

Keywords

  • Adaptive dynamic programming
  • H control
  • game algebraic Riccati equation
  • zero-sum games

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