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Stochastic Optimal Design for Unknown Linear Discrete‐Time System Zero‐Sum Games in Input‐Output form Under Communication Constraints
Authors:Hao Xu  S Jagannathan  FL Lewis
Abstract: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.
Keywords:Linear discrete‐time system  networked control system  adaptive estimation  optimal adaptive strategy  zero‐sum games
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