Adaptive Dynamic Programming for Discrete-Time Zero-Sum Games

In this paper, a novel adaptive dynamic programming (ADP) algorithm, called "iterative zero-sum ADP algorithm," is developed to solve infinite-horizon discrete-time two-player zero-sum games of nonlinear systems. The present iterative zero-sum ADP algorithm permits arbitrary positive semid...

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Bibliographic Details
Published in:	IEEE transaction on neural networks and learning systems Vol. 29; no. 4; pp. 957 - 969
Main Authors:	Wei, Qinglai, Liu, Derong, Lin, Qiao, Song, Ruizhuo
Format:	Journal Article
Language:	English
Published:	United States IEEE 01.04.2018 The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subjects:	Adaptive algorithms Adaptive critic designs adaptive dynamic programming (ADP) Algorithms approximate dynamic programming Computer simulation Convergence Dynamic programming Equilibrium Game theory Games Iterative algorithms neurodynamic programming Nonlinear systems Optimal control Performance analysis Performance indices Saddle points zero-sum game
ISSN:	2162-237X, 2162-2388, 2162-2388
Online Access:	Get full text
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