Data-driven adaptive dynamic programming for partially observable nonzero-sum games via Q-learning method

Wei Wang, Xin Chen, Hao Fu and Min Wu

International Journal of Systems Science, 2019, vol. 50, issue 7, 1338-1352

Abstract: This paper concerns with a class of discrete-time linear nonzero-sum games with the partially observable system state. As is known, the optimal control policy for the nonzero-sum games relies on the full state measurement which is hard to fulfil in partially observable environment. Moreover, to achieve the optimal control, one needs to know the accurate system model. To overcome these deficiencies, this paper develops a data-driven adaptive dynamic programming method via Q-learning method using measurable input/output data without any system knowledge. First, the representation of the unmeasurable inner system state is built using historical input/output data. Then, based on the representation state, a Q-function-based policy iteration approach with convergence analysis is introduced to approximate the optimal control policy iteratively. A neural network (NN)-based actor-critic framework is applied to implement the developed data-driven approach. Finally, two simulation examples are provided to demonstrate the effectiveness of the developed approach.

Date: 2019
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Citations: View citations in EconPapers (3)

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DOI: 10.1080/00207721.2019.1599463

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