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1.
We present new algorithms for determining optimal strategies for two-player games with proba- bilistic moves and reachability winning conditions. Such games, known as simple stochastic games, were extensively studied by A.Condon [Anne Condon. The complexity of stochastic games. Information and Computation, 96(2):203–224, 1992, Anne Condon. On algorithms for simple stochastic games. In Jin-Yi Cai, editor, Advances in Computational Complexity Theory, volume 13 of DIMACS Series in Discrete Mathematics and Theoretical Computer Science, pages 51–73. AMS, 1993]. Many interesting problems, including parity games and hence also mu-calculus model checking, can be reduced to simple stochastic games. It is an open problem, whether simple stochastic games can be solved in polynomial time. Our algorithms determine the optimal expected payoffs in the game. We use geometric interpre- tation of the search space as a subset of the hyper-cube [0,1]N. The main idea is to divide this set into convex subregions in which linear optimization methods can be used. We show how one can proceed from one subregion to the other so that, eventually, a region containing the optinal payoffs will be found. The total number of subregions is exponential in the size of the game but, in practice, the algorithms need to visit only few of them to find a solution. We believe that our new algorithms could provide new insights into the difficult problem of deter- mining algorithmic complexity of simple stochastic games and other, equivallent problems.  相似文献   

2.
In this article, we present robust adaptive controller design for SISO linear systems with noisy output measurements and partly measured disturbances. Using the worst-case analysis approach, we formulate the robust adaptive control problem as a non-linear H -optimal control problem under imperfect state measurements and solve it using game theory. The design paradigm is the same as (Pan, Z. and Ba?ar, T., 1998, Adaptive Controller Design for Tracking and Disturbance Attenuation for SISO Linear Systems with Noisy Output Measurements, CSL report, Urbana, IL: University of Illinois at Urbana-Champaign) with the only difference being the treatment of the measured disturbances. The same result as (Pan and Ba?ar l998) is achieved. In addition, when the relative degrees from the measured disturbances to the output are no less than that from the control input, the controller designed achieves the zero disturbance attenuation level with respect to the measured disturbance inputs. The asymptotic tracking objective is achieved even if the measured disturbance is only uniformly bounded, without requiring it to be of finite energy. This strong robustness property is then illustrated by numerical examples.  相似文献   

3.
N.  K.   《Automatica》2009,45(9):2032-2040
This paper deals with the problem of Fault Detection and Isolation (FDI) for discrete-time Markovian Jump Linear Systems (MJLSs). A geometric property related to the unobservable subspace of an MJLS is first presented and the concept of unobservability subspace is introduced. Sufficient conditions for designing an H-based FDI algorithm for MJLSs subject to input disturbances and measurement noise are presented and developed. Our proposed approach is then applied to the problem of fault detection and isolation in a network of multi-agent systems when imperfect communication channels exist among the agents. A discrete-time communication link with a stochastic packet dropping effect is considered based on the Gilbert–Elliott model and the entire network is modeled as a discrete-time MJLS. Simulation results are presented for formation flight of satellites to demonstrate and verify the effectiveness and performance capabilities of our proposed FDI algorithm.  相似文献   

4.
Concussion education and prevention for youth hockey players has been an issue of recent concern amongst sport medicine practitioners and hockey’s administrative bodies. This article details the assessment of a sports-action hockey video game that aims to reduce the aggressive and negligent behaviours that can lead to concussions. The game, termed Alert Hockey, was designed to modify game playing behaviour by embedding an implicit teaching mechanism within the gameplay. In Alert Hockey, participants were expected to learn by simply playing to win, in contrast to playing to learn. We studied learning in an experimental simulated environment where the possibility to win the game was exaggerated as a consequence of desirable safety behaviours (positive learning group) and effectively reduced as a consequence of undesirable (negative learning group) behaviour. The positive learning group significantly improved their mean score on a composite behavioural indicator compared with no significant change amongst control group participants. The results demonstrate that implicit learning embedded in a sports-action game can lead to changes in game-play behaviour.  相似文献   

5.
We investigate the mean field games of N agents based on the nonlinear stable-like processes. The main result of the paper is that any solution of the limiting mean field consistency equation generates a 1/N-Nash equilibrium for the approximating game of N agents.  相似文献   

6.
New stochastic γ0 and mixed H0 filtering and control problems for discrete-time systems under completely unknown covariances are introduced and solved. The performance measure γ0 is the worst-case steady-state averaged variance of the error signal in response to the stationary Gaussian white zero-mean disturbance with unknown covariance and identity variance. The performance measure H0 is the worst-case power norm of the error signal in response to two input disturbances in different channels, one of which is the deterministic signal with a bounded energy and the other is the stationary Gaussian white zero-mean signal with a bounded variance provided the weighting sum of disturbance powers equals one. In this framework, it is possible to consider at the same time both deterministic and stochastic disturbances highlighting their mutual effects. Our main results provide the complete characterisations of the above performance measures in terms of linear matrix inequalities and therefore both the γ0 and H0 optimal filters and controllers can be computed by convex programming. H0 optimal solution is shown to be actually a trade-off between optimal solutions to the H and γ0 problems for the corresponding channels.  相似文献   

7.
Stochastic nonlinear stabilization - I: A backstepping design   总被引:1,自引:0,他引:1  
While the current robust nonlinear control toolbox includes a number of methods for systems affine in deterministic bounded disturbances, the problem when the disturbance is unbounded stochastic noise has hardly been considered. We present a control design which achieves global asymptotic (Lyapunov) stability in probability for a class of strict-feedback nonlinear continuous-time systems driven by white noise. In a companion paper, we develop inverse optimal control laws for general stochastic systems affine in the noise input, and for strict-feedback systems. A reader of this paper needs no prior familiarity with techniques of stochastic control.  相似文献   

8.
Differential graphical games have been introduced in the literature to solve state synchronization problem for linear homogeneous agents. When the agents are heterogeneous, the previous notion of graphical games cannot be used anymore and a new definition is required. In this paper, we define a novel concept of differential graphical games for linear heterogeneous agents subject to external unmodeled disturbances, which contain the previously introduced graphical game for homogeneous agents as a special case. Using our new formulation, we can solve both the output regulation and H output regulation problems. Our graphical game framework yields coupled Hamilton‐Jacobi‐Bellman equations, which are, in general, impossible to solve analytically. Therefore, we propose a new actor‐critic algorithm to solve these coupled equations numerically in real time. Moreover, we find an explicit upper bound for the overall ‐gain of the output synchronization error with respect to disturbance. We demonstrate our developments by a simulation example.  相似文献   

9.
In this paper, stochastic optimal strategy for unknown linear discrete‐time system quadratic zero‐sum games in input‐output form with communication imperfections such as network‐induced delays and packet losses, otherwise referred to as networked control system (NCS) zero‐sum games, relating to the H optimal control problem is solved in a forward‐in‐time manner. First, the linear discrete‐time zero sum state space representation is transformed into a linear NCS in the state space form after incorporating random delays and packet losses and then into the input‐output form. Subsequently, the stochastic optimal approach, referred to as adaptive dynamic programming (ADP), is introduced which estimates the cost or value function to solve the infinite horizon optimal regulation of unknown linear NCS quadratic zero‐sum games in the presence of communication imperfections. The optimal control and worst case disturbance inputs are derived based on the estimated value function in the absence of state measurements. An update law for tuning the unknown parameters of the value function estimator is derived and Lyapunov theory is used to show that all signals are asymptotically stable (AS) and that the estimated control and disturbance signals converge to optimal control and worst case disturbances, respectively. Simulation results are included to verify the theoretical claims.  相似文献   

10.
An H‐type control is considered for mean‐field stochastic differential equations (SDEs) in this paper. A stochastic bounded real lemma (SBRL) is proved for mean‐field stochastic continuous‐time systems with state‐ and disturbance‐dependent noise. Based on SBRL, a sufficient condition is given for the existence of a stabilizing H controller in terms of coupled nonlinear matrix inequalities.  相似文献   

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