Title
Model-free adaptive learning solutions for discrete-time dynamic graphical games
Abstract
This paper introduces novel model-free adaptive learning algorithm to solve the dynamic graphical games in real-time. It allows online model-free tuning of the controller and critic networks. This algorithm solves the dynamic graphical game in a distributed fashion. Novel coupled Bellman equations and Hamiltonian functions are developed for the dynamic graphical games. Nash solution for the dynamic graphical game is given in terms of the solution to a set of coupled Hamilton-Jacobi-Bellman equations developed herein. An online model-free policy iteration algorithm is developed to learn the Nash solution for the dynamic graphical game in real-time. A proof of convergence for this algorithm is given under mild assumptions about the inter-connectivity properties of the graph.
Year
DOI
Venue
2014
10.1109/CDC.2014.7039945
Decision and Control
Keywords
Field
DocType
convergence of numerical methods,discrete time systems,game theory,iterative methods,learning (artificial intelligence),mathematics computing,Hamiltonian functions,Nash solution,controller networks,convergence,coupled Hamilton-Jacobi-Bellman equations,critic networks,discrete-time dynamic graphical games,interconnectivity properties,model-free adaptive learning algorithm,online model-free policy iteration algorithm,online model-free tuning
Convergence (routing),Graph,Mathematical optimization,Control theory,Hamiltonian (quantum mechanics),Control theory,Computer science,Theoretical computer science,Bellman equation,Adaptive learning algorithm,Discrete time and continuous time,Adaptive learning
Conference
ISSN
Citations 
PageRank 
0743-1546
3
0.46
References 
Authors
8
3
Name
Order
Citations
PageRank
Mohammed I. Abouheaf1717.90
FRANK L. LEWIS25782402.68
Magdi S. Mahmoud379098.50