Robust Adaptive Dynamic Programming of Two-Player Zero-Sum Games for Continuous-Time Linear Systems

@article{Fu2015RobustAD,
  title={Robust Adaptive Dynamic Programming of Two-Player Zero-Sum Games for Continuous-Time Linear Systems},
  author={Yue Fu and Jun Fu and Tianyou Chai},
  journal={IEEE Transactions on Neural Networks and Learning Systems},
  year={2015},
  volume={26},
  pages={3314-3319}
}
In this brief, an online robust adaptive dynamic programming algorithm is proposed for two-player zero-sum games of continuous-time unknown linear systems with matched uncertainties, which are functions of system outputs and states of a completely unknown exosystem. The online algorithm is developed using the policy iteration (PI) scheme with only one iteration loop. A new analytical method is proposed for convergence proof of the PI scheme. The sufficient conditions are given to guarantee… CONTINUE READING

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