Model-free finite-horizon optimal control of discrete-time two-player zero-sum games

被引：3
|
作者：
Wang, Wei [1 ,2 ,3 ]
Chen, Xin [2 ,3 ,4 ]
Du, Jianhua [1 ]
机构：
[1] Zhongnan Univ Econ & Law, Sch Informat & Safety Engn, Wuhan, Peoples R China
[2] Hubei Key Lab Adv Control & Intelligent Automat C, Wuhan, Peoples R China
[3] Minist Educ, Engn Res Ctr Intelligent Technol Geoexplorat, Wuhan, Peoples R China
[4] China Univ Geosci, Sch Automat, Wuhan, Peoples R China
来源：
INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE | 2023年 / 54卷 / 01期
关键词：
Q-function; finite horizon; optimal control; zero-sum game; H-INFINITY-CONTROL; DIFFERENTIAL-GAMES; SYSTEMS;
D O I：
10.1080/00207721.2022.2111236
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
Conventionally, as the system dynamics is known, the finite-horizon optimal control of zero-sum games relies on solving the time-varying Riccati equations. In this paper, with unknown system dynamics being considered, a Q-function-based finite-horizon control method is introduced to approximate the solutions of the time-varying Riccati equations. First, a time-varying Q-function explicitly dependent on the time-varying control and disturbance is defined. Then the defined time-varying Q-function is utilised to represent the time-varying control and disturbance which are equivalent to the solutions of the time-varying Riccati equations by relaxing the system dynamics. Finally, a model-free method is introduced to approximate the defined time-varying Q-function. Simulation studies are conducted to demonstrate the validity of the developed method.
引用
收藏
页码：167 / 179
页数：13
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