Infinite time linear quadratic stackelberg game problem for unknown stochastic discrete‐time systems via adaptive dynamic programming approach

In this paper, we propose an adaptive dynamic programming (ADP) approach to solve the infinite horizon linear quadratic (LQ) Stackelberg game problem for unknown stochastic discrete‐time systems with multiple decision makers. Firstly, the stochastic LQ Stackelberg game problem is converted into the...

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Bibliographic Details

Published in:	Asian journal of control Vol. 23; no. 2; pp. 937 - 948
Main Authors:	Liu, Xikui, Liu, Ruirui, Li, Yan
Format:	Journal Article
Language:	English
Published:	Hoboken Wiley Subscription Services, Inc 01.03.2021
Subjects:	adaptive dynamic programming Adaptive systems Algorithms Artificial neural networks Back propagation networks back propagation neural network Discrete time systems Dynamic programming Games Iterative methods Neural networks Stackelberg game stochastic discrete‐time systems
ISSN:	1561-8625, 1934-6093
Online Access:	Get full text
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