Data‐Driven Stochastic Game Theoretic Differential Dynamic Programming

ABSTRACT This paper introduces a novel approach for designing optimal control using data‐driven Stochastic Game Theoretic Differential Dynamic Programming (SGT‐DDP). The proposed method addresses unknown stochastic systems by approximating both drift and diffusion dynamics. The drift dynamics is est...

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Bibliographic Details

Published in:	International journal of robust and nonlinear control Vol. 35; no. 13; pp. 5343 - 5354
Main Authors:	Sarbaz, Mohammad, Sun, Wei
Format:	Journal Article
Language:	English
Published:	Hoboken, USA John Wiley & Sons, Inc 10.09.2025 Wiley Subscription Services, Inc
Subjects:	Approximation differential dynamic programming Drift estimation Dynamic programming Dynamical systems Game theory Gaussian process gaussian process regression Nonlinear systems Optimal control stochastic dynamics Stochastic systems
ISSN:	1049-8923, 1099-1239
Online Access:	Get full text
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