Suboptimal Solution of Nonlinear Graphical Games Using Single Network Approximate Dynamic Programming

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Mazouchi Majid; NAGHIBI SISTANI MOHAMMAD BAGHER; HOSSEINI SANI SEYED KAMAL

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Journal: Journal of Control Year:2018 | Volume:12 | Issue:2 Page(s): 13-25

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Title

Suboptimal Solution of Nonlinear Graphical Games Using Single Network Approximate Dynamic Programming

Author(s)

Mazouchi Majid | NAGHIBI SISTANI MOHAMMAD BAGHER | HOSSEINI SANI SEYED KAMAL | Issue Writer Certificate

Keywords

Approximate Dynamic ProgrammingQ1

Neural NetworksQ3

Optimal ControlQ2

Reinforcement learningQ2

Abstract

In this paper, an online learning algorithm based on Approximate Dynamic Programming is proposed to approximately solve the nonlinear continuous time differential graphical games with infinite horizon cost functions and known dynamics. In the proposed algorithm, every agent employs a critic neural network (NN) to approximate its optimal value and control policy and utilizes the proposed weight tuning laws to learn its critic NN optimal weights in an online fashion. Critic NN weight tuning laws containing a stabilizer switch guarantees the closed-loop system stability and the control policies convergence to the Nash equilibrium. In this algorithm, there is no requirement for any set of initial stabilizing control policies anymore. Furthermore, Lyapunov theory is employed to show uniform ultimate boundedness of the closedloop system. Finally, a simulation example is presented to illustrate the efficiency of the proposed algorithm.

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APA: Copy

Mazouchi, Majid, NAGHIBI SISTANI, MOHAMMAD BAGHER, & HOSSEINI SANI, SEYED KAMAL. (2018). Suboptimal Solution of Nonlinear Graphical Games Using Single Network Approximate Dynamic Programming. JOURNAL OF CONTROL, 12(2 ), 13-25. SID. https://sid.ir/paper/120872/en

Vancouver: Copy

Mazouchi Majid, NAGHIBI SISTANI MOHAMMAD BAGHER, HOSSEINI SANI SEYED KAMAL. Suboptimal Solution of Nonlinear Graphical Games Using Single Network Approximate Dynamic Programming. JOURNAL OF CONTROL[Internet]. 2018;12(2 ):13-25. Available from: https://sid.ir/paper/120872/en

IEEE: Copy

Majid Mazouchi, MOHAMMAD BAGHER NAGHIBI SISTANI, and SEYED KAMAL HOSSEINI SANI, “Suboptimal Solution of Nonlinear Graphical Games Using Single Network Approximate Dynamic Programming,” JOURNAL OF CONTROL, vol. 12, no. 2 , pp. 13–25, 2018, [Online]. Available: https://sid.ir/paper/120872/en

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