IDEAS home Printed from https://ideas.repec.org/a/eee/apmaco/v430y2022ics0096300322003228.html
   My bibliography  Save this article

Nonzero-sum differential games of continuous-Time nonlinear systems with uniformly ultimately ε-bounded by adaptive dynamic programming

Author

Listed:
  • Ming, Zhongyang
  • Zhang, Huaguang
  • Liang, Yuling
  • Su, Hanguang

Abstract

In this paper, a single network adaptive dynamic programming (ADP) control method is presented to obtain the nearly optimal control policies for the non-zero sum (NZS) differential game problem of the autonomous nonlinear system. The Osgood condition, instead of the traditional Lipschitz condition, is firstly introduced to policy iteration to guarantee the existence and uniqueness of the solution of the dynamic nonlinear systems and to weaken the limited conditions of nonlinear dynamic functions f(x), g(x) and k(x). Moreover, this adaptive control pattern finds in real-time approximations of the optimal value and the non-zero sum Nash-equilibrium, while also ensuring the uniform ultimate ε-boundedness of the closed-loop system. Further, as the number of hidden-layer neurons tends to infinite, the approximation errors converge to zero. As a result, the closed-loop system is asymptotically stable. Finally, the effectiveness of the proposed near-optimal control pattern is verified by a simulation example.

Suggested Citation

  • Ming, Zhongyang & Zhang, Huaguang & Liang, Yuling & Su, Hanguang, 2022. "Nonzero-sum differential games of continuous-Time nonlinear systems with uniformly ultimately ε-bounded by adaptive dynamic programming," Applied Mathematics and Computation, Elsevier, vol. 430(C).
  • Handle: RePEc:eee:apmaco:v:430:y:2022:i:c:s0096300322003228
    DOI: 10.1016/j.amc.2022.127248
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0096300322003228
    Download Restriction: Full text for ScienceDirect subscribers only

    File URL: https://libkey.io/10.1016/j.amc.2022.127248?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Richard Bellman, 1957. "On a Dynamic Programming Approach to the Caterer Problem--I," Management Science, INFORMS, vol. 3(3), pages 270-278, April.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Wang, Xianming & Shen, Mouquan, 2023. "Model free optimal control of unknown nonaffine nonlinear systems with input quantization and DoS attack," Applied Mathematics and Computation, Elsevier, vol. 448(C).
    2. Jinguang Wang & Chunbin Qin & Xiaopeng Qiao & Dehua Zhang & Zhongwei Zhang & Ziyang Shang & Heyang Zhu, 2022. "Constrained Optimal Control for Nonlinear Multi-Input Safety-Critical Systems with Time-Varying Safety Constraints," Mathematics, MDPI, vol. 10(15), pages 1-22, August.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Pierre Bernhard & Marc Deschamps, 2017. "Kalman on dynamics and contro, Linear System Theory, Optimal Control, and Filter," Working Papers 2017-10, CRESE.
    2. Jones, Randall E. & Cacho, Oscar J., 2000. "A Dynamic Optimisation Model of Weed Control," 2000 Conference (44th), January 23-25, 2000, Sydney, Australia 123685, Australian Agricultural and Resource Economics Society.
    3. Voelkel, Michael A. & Sachs, Anna-Lena & Thonemann, Ulrich W., 2020. "An aggregation-based approximate dynamic programming approach for the periodic review model with random yield," European Journal of Operational Research, Elsevier, vol. 281(2), pages 286-298.
    4. Pam Norton & Ravi Phatarfod, 2008. "Optimal Strategies In One-Day Cricket," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 25(04), pages 495-511.
    5. Aghayi, Nazila & Maleki, Bentolhoda, 2016. "Efficiency measurement of DMUs with undesirable outputs under uncertainty based on the directional distance function: Application on bank industry," Energy, Elsevier, vol. 112(C), pages 376-387.
    6. Tan, Madeleine Sui-Lay, 2016. "Policy coordination among the ASEAN-5: A global VAR analysis," Journal of Asian Economics, Elsevier, vol. 44(C), pages 20-40.
    7. D. W. K. Yeung, 2008. "Dynamically Consistent Solution For A Pollution Management Game In Collaborative Abatement With Uncertain Future Payoffs," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., vol. 10(04), pages 517-538.
    8. Crutchfield, Stephen R. & Brazee, Richard J., 1990. "An Integrated Model of Surface and Ground Water Quality," 1990 Annual meeting, August 5-8, Vancouver, Canada 271011, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    9. Hanafi, Said & Freville, Arnaud, 1998. "An efficient tabu search approach for the 0-1 multidimensional knapsack problem," European Journal of Operational Research, Elsevier, vol. 106(2-3), pages 659-675, April.
    10. Schön, Cornelia & König, Eva, 2018. "A stochastic dynamic programming approach for delay management of a single train line," European Journal of Operational Research, Elsevier, vol. 271(2), pages 501-518.
    11. Eric D. Gould, 2008. "Marriage and Career: The Dynamic Decisions of Young Men," Journal of Human Capital, University of Chicago Press, vol. 2(4), pages 337-378.
    12. Lange, Rutger-Jan, 2024. "Bellman filtering and smoothing for state–space models," Journal of Econometrics, Elsevier, vol. 238(2).
    13. Renato Cordeiro Amorim, 2016. "A Survey on Feature Weighting Based K-Means Algorithms," Journal of Classification, Springer;The Classification Society, vol. 33(2), pages 210-242, July.
    14. Dmitri Blueschke & Ivan Savin, 2015. "No such thing like perfect hammer: comparing different objective function specifications for optimal control," Jena Economics Research Papers 2015-005, Friedrich-Schiller-University Jena.
    15. Sieniutycz, Stanislaw, 2015. "Synthesizing modeling of power generation and power limits in energy systems," Energy, Elsevier, vol. 84(C), pages 255-266.
    16. Miller, Marcus & Papi, Laura, 1997. "The 'laissez faire' bias of managed floating," Journal of International Money and Finance, Elsevier, vol. 16(6), pages 989-1000, December.
    17. Changming Ji & Chuangang Li & Boquan Wang & Minghao Liu & Liping Wang, 2017. "Multi-Stage Dynamic Programming Method for Short-Term Cascade Reservoirs Optimal Operation with Flow Attenuation," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 31(14), pages 4571-4586, November.
    18. Ghassan, Hassan B. & Al-Jefri, Essam H., 2015. "الحساب الجاري في المدى البعيد عبر نموذج داخلي الزمن [The Current Account in the Long Run through the Intertemporal Model]," MPRA Paper 66527, University Library of Munich, Germany.
    19. David W. K. Yeung & Leon A. Petrosyan, 2014. "Subgame Consistent Cooperative Solutions For Randomly Furcating Stochastic Dynamic Games With Uncertain Horizon," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., vol. 16(02), pages 1-29.
    20. John Stachurski, 2009. "Economic Dynamics: Theory and Computation," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262012774, April.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:apmaco:v:430:y:2022:i:c:s0096300322003228. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: https://www.journals.elsevier.com/applied-mathematics-and-computation .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.