A New Approach to Solve a Class of Continuous-Time Nonlinear Quadratic Zero-Sum Game Using ADP
Qinglai Wei, Huaguang Zhang · 2008
In this paper, a new approach is presented to solve a class of continuous-time nonlinear two-person zero-sum game. The idea is using approximate dynamic programming (ADP) technique to obtain the optimal control pair where the saddle point value of the zero-sum may not exist. It is shown that the control pair will stabilize the nonlinear system and the convergence of the performance index is also proof. And an example will show the effectiveness of the proposed approach.