Distributed Adaptive Nash Equilibrium Solution for Differential Graphical Games

Optimal synchronization with L2-gain performance: An adaptive dynamic programming approach

This paper studies an optimal synchronous control protocol design for nonlinear multi-agent systems under partially known dynamics and uncertain external disturbance. Under some mild assumptions, Hamilton-Jacobi-Isaacs equation is derived by the performance index function and system dynamics, which serves as an equivalent formulation. Distributed policy iteration adaptive dynamic programming is developed to obtain the numerical solution to the Hamilton-Jacobi-Isaacs equation. Three theoretical results are given about the proposed algorithm. First, the iterative variables is proved to converge to the solution to Hamilton-Jacobi-Isaacs equation. Second, the L2-gain performance of the closed loop system is achieved. As a special case, the origin of the nominal system is asymptotically stable. Third, the obtained control protocol constitutes an Nash equilibrium solution. Neural network-based implementation is designed following the main results. Finally, two numerical examples are provided to verify the effectiveness of the proposed method.

Adaptive dynamic programming for containment control with robustness analysis to iterative error: A global Nash equilibrium solution

Global Nash equilibrium is an optimal solution for each player in a graphical game. This paper proposes an iterative adaptive dynamic programming-based algorithm to solve the global Nash equilibrium solution for optimal containment control problem with robustness analysis to the iterative error. The containment control problem is transferred into the graphical game formulation. Sufficient conditions are given to decouple the Hamilton-Jacobi equations, which guarantee the solvability of the global Nash equilibrium solution. The iterative algorithm is designed to obtain the solution without any knowledge of system dynamics. Conditions of iterative error for global stability are given with rigorous proof. Compared with existing works, the design procedures of control gain and coupling strength are separated, which avoids trivial cases in the design procedure. The robustness analysis exactly quantifies the effect of the iterative error caused by various sources in engineering practice. The theoretical results are validated by two numerical examples with marginally stable and unstable dynamics of the leader.