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Novel single-loop policy iteration for linear zero-sum games.
- Source :
-
Automatica . May2024, Vol. 163, pN.PAG-N.PAG. 1p. - Publication Year :
- 2024
-
Abstract
- The infinite-horizon zero-sum game of a linear system can be resorted to solve a Game algebraic Riccati equation (GARE) with indefinite quadratic term. Double-loop policy iteration algorithm is often used to find the solution of such GARE, but its calculation is usually time-consuming. In this work, we propose a novel model-based single-loop policy iteration algorithm to solve GARE and the convergence of the algorithm is guaranteed by the boundness of the iterative sequence and the comparison result. Furthermore, we devise a data-driven single-loop policy iteration algorithm for solving linear zero-sum games, without requiring the knowledge of system dynamics. Compared to the existing Newton's single-loop methods, the initialization of our algorithms is significantly relaxed and easier to implement. Two numerical examples are included to illustrate the proposed algorithms. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 00051098
- Volume :
- 163
- Database :
- Academic Search Index
- Journal :
- Automatica
- Publication Type :
- Academic Journal
- Accession number :
- 176072881
- Full Text :
- https://doi.org/10.1016/j.automatica.2024.111551