Robust adaptive dynamic programming for a zero-sum differential game

Binbin Yuan, Pingli Lu*, Xiangdong Liu, Tao Bian

*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

1 Citation (Scopus)

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 34th Chinese Control Conference, CCC 2015
EditorsQianchuan Zhao, Shirong Liu
PublisherIEEE Computer Society
Pages2468-2473
Number of pages6
ISBN (Electronic)9789881563897
DOIs
Publication statusPublished - 11 Sept 2015
Event34th Chinese Control Conference, CCC 2015 - Hangzhou, China
Duration: 28 Jul 201530 Jul 2015

Publication series

NameChinese Control Conference, CCC
Volume2015-September
ISSN (Print)1934-1768
ISSN (Electronic)2161-2927

Conference

Conference34th Chinese Control Conference, CCC 2015
Country/TerritoryChina
CityHangzhou
Period28/07/1530/07/15

Keywords

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

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