首页|Online reinforcement learning multiplayer non-zero sum games of continuous-time Markov jump linear systems

Online reinforcement learning multiplayer non-zero sum games of continuous-time Markov jump linear systems

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In this paper, a novel online mode-free integral reinforcement learning algorithm is proposed to solve the multiplayer non-zero sum games. We first collect and learn the subsystems information of states and inputs; then we use the online learning to compute the corresponding Ncoupled algebraic Riccati equations. The policy iterative algorithm proposed in this paper can solve the coupled algebraic Riccati equations corresponding to the multiplayer non-zero sum games. Finally, the effectiveness and feasibility of the design method of this paper is proved by simulation example with three players. (C) 2021 Elsevier Inc. All rights reserved.

Reinforcement learningMarkov jump linear systemsMultiplayer non-zero sum gamesCoupled algebraic Riccati equationsNETWORKS

Xin, Xilin、Tu, Yidong、Stojanovic, Vladimir、Wang, Hai、Shi, Kaibo、He, Shuping、Pan, Tianhong

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Anhui Univ

Univ Kragujevac

Murdoch Univ

Chengdu Univ

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2022

Applied mathematics and computation

Applied mathematics and computation

EISCI
ISSN:0096-3003
年,卷(期):2022.412
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