Evolving and Incremental Value Iteration Schemes for Nonlinear Discrete-Time Zero-Sum Games.

Journal: IEEE transactions on cybernetics
Published Date: Jun 15, 2023

Abstract

In this article, evolving and incremental value iteration (VI) frameworks are constructed to address the discrete-time zero-sum game problem. First, the evolving scheme means that the closed-loop system is regulated by using the evolving policy pair. During the control stage, we are committed to establishing the stability criterion in order to guarantee the availability of evolving policy pairs. Second, a novel incremental VI algorithm, which takes the historical information of the iterative process into account, is developed to solve the regulation and tracking problems for the nonlinear zero-sum game. Via introducing different incremental factors, it is highlighted that we can adjust the convergence rate of the iterative cost function sequence. Finally, two simulation examples, including linear and nonlinear systems, are conducted to demonstrate the performance and the validity of the proposed evolving and incremental VI schemes.

Authors

  • Mingming Zhao
    Faculty of Information Technology, Beijing University of Technology, Beijing 100124, China; Beijing Key Laboratory of Computational Intelligence and Intelligent System, Beijing University of Technology, Beijing 100124, China; Beijing Institute of Artificial Intelligence, Beijing University of Technology, Beijing 100124, China; Beijing Laboratory of Smart Environmental Protection, Beijing University of Technology, Beijing 100124, China. Electronic address: zhaomm@emails.bjut.edu.cn.
  • Ding Wang
  • Mingming Ha
    School of Automation and Electrical Engineering, University of Science and Technology Beijing, Beijing 100083, China. Electronic address: hamingming_0705@foxmail.com.
  • Junfei Qiao

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