Model-free optimal tracking policies for Markov jump systems by solving non-zero-sum games

DOI10.1016/J.INS.2023.119423zbMath1521.93213OpenAlexW4385336407MaRDI QIDQ6095584

Xaoli Luan, Peng Shi, Huiwen Xue, Ji-Wei Wen, Peixin Zhou

Publication date: 8 September 2023

Published in: Information Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ins.2023.119423

zbMATH Keywords

Nash equilibriuminfluence functionvalue iteration algorithmnon-zero-sum gameadaptive optimal tracking

Mathematics Subject Classification ID

2-person games (91A05) Applications of game theory (91A80) Optimal stochastic control (93E20) Stochastic learning and adaptive control (93E35)

Cites Work

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• A new iterative algorithm for solvingH_∞control problem of continuous-time Markovian jumping linear systems based on online implementation
• Adaptive optimization algorithm for nonlinear Markov jump systems with partial unknown dynamics

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