DocumentCode :
2248263
Title :
Robust adaptive dynamic programming for a zero-sum differential game
Author :
Yuan, Binbin ; Lu, Pingli ; Liu, Xiangdong ; Bian, Tao
Author_Institution :
School of Automation, Beijing Institute of Technology, Beijing 100081, China
fYear :
2015
fDate :
28-30 July 2015
Firstpage :
2468
Lastpage :
2473
Abstract :
This paper presents a novel model-free online algorithm to solve the linear continuous-time three-player zero-sum differential game problem in the presence of dynamic uncertainty. Based on robust adaptive dynamic programming (RADP) method, the saddle point control policy and disturbance policy are iteratively approximated for the game problem with unmatched uncertainties. The convergence of the proposed RADP method and the global asymptotic stability (GAS) of the closed-loop system are also analyzed. An application to a power system is adopted to illustrate the effectiveness of the derived algorithm.
Keywords :
Algorithm design and analysis; Approximation algorithms; Game theory; Games; Heuristic algorithms; Power system dynamics; Uncertainty; Adaptive dynamic programming; H∞ control; game algebraic Riccati equation; zero-sum games;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Control Conference (CCC), 2015 34th Chinese
Conference_Location :
Hangzhou, China
Type :
conf
DOI :
10.1109/ChiCC.2015.7260019
Filename :
7260019
Link To Document :
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