Model-Free Adaptive Optimal Control for Unknown Nonlinear Multiplayer Nonzero-Sum Game.

In this article, an online adaptive optimal control algorithm based on adaptive dynamic programming is developed to solve the multiplayer nonzero-sum game (MP-NZSG) for discrete-time unknown nonlinear systems. First, a model-free coupled globalized dual-heuristic dynamic programming (GDHP) structure is designed to solve the MP-NZSG problem, in which there is no model network or identifier. Second, in order to relax the requirement of systems dynamics, an online adaptive learning algorithm is developed to solve the Hamilton-Jacobi equation using the system states of two adjacent time steps. Third, a series of critic networks and action networks are used to approximate value functions and optimal policies for all players. All the neural network (NN) weights are updated online based on real-time system states. Fourth, the uniformly ultimate boundedness analysis of the NN approximation errors is proved based on the Lyapunov approach. Finally, simulation results are given to demonstrate the effectiveness of the developed scheme.